BlackRock investment group has a portfolio that invests in US stocks. The portfolio has $20\%$ in Tesla, $10\%$ in Blue Apron, $30\%$ in Alphabet, $20\%$ in Walmart, and $20\%$ in cash. The expected returns as well as Betas for each of these assets are reported below:

Stock Tesla Blue Apron Alphabet Walmart Cash

Return $12\%-42\%4\%24\%0\%$

Beta $1\mathrm{.}41\mathrm{.}60\mathrm{.}720\mathrm{.}430$

What is the expected returns and portfolio beta on this portfolio of BlackRock investment group?

Group of answer choices

The expected return $=3\mathrm{.}8\%$ ; Beta $=0\mathrm{.}852$

The expected return $=4\mathrm{.}2\%$ ; Beta $=0\mathrm{.}742$

The expected return $=3\mathrm{.}5\%$ ; Beta $=1\mathrm{.}67$

The expected return $=4\mathrm{.}9\%$ ; Beta $=0\mathrm{.}33$

The expected return $=3\mathrm{.}9\%$ ; Beta $=0\mathrm{.}44$