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Beta of Assets A, B, C, and D are 1.2, 1.8, 2.4, and 0.8 respectively. You form a portfolio with equal weights on A, B,

Beta of Assets A, B, C, and D are 1.2, 1.8, 2.4, and 0.8 respectively. You form a portfolio with equal weights on A, B, C, and D. The risk-free rate is 2%, and the expected return of the market portfolio is 10%. Find out the expected return of your portfolio according to the CAPM. Group of answer choices

14.4.%

12%

17.5%

18.2%

12.4%

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