6. Assume the CAPM with risk-free lend- ing but no risk-free borrowing. Suppose the return on the market portfolio is 9 percent, and the return on a zero beta folio is 5 percent. You have combined two assets in a portfolio with equal weights. The expected returns on the two assets are 7 percent and 15 percent. What is the beta of this portfolio? port- (). .50 (b). 0.67 (). 1.50 (d). 2.75