An investor wants to evaluate the portfolio described below: Stock Beta Return Proportions 1 1.3 0.06 0.2 2 0.5 0.08 0.1 3 1.1 0.15 0.3 4 1.4 0.12 0.1 5 0.8 0.1 0.3 On A WN The market rate of return is 11.5% and the risk free rate is 5.25%. A. Compute the weighted-average beta and the expected return according to CAPM for this 5-asset portfolio