A portfolio contains four assets. Asset 1 has a beta of 1.5 and comprises 22% of the portfolio. Asset 2 has a beta of 1.1 and comprises 26% of the portfolio. Asset 3 has a beta of 1 and comprises 17% of the portfolio. Asset 4 has a beta of 1.1 and comprises the remaining 35% of the portfolio. If the risk-free rate is expected to be 2% and the market risk premium is 8%, what is the beta of the portfolio, the expected return on the portfolio and the market? Beta is 1.171, expected portfolio return is 11.37%, and expected market return is 10.00% Beta is 1.171, expected portfolio return is 11.71%, and expected market return is 10.00%. Beta is 1.175, expected portfolio return is 9.40%, and expected market return is 8.00\%. Beta is 1.175, expected portfolio return is 11.40%, and expected market return is 10.00%