Consider the single factor CAPM and the following two portfolios' and risk-free asset's expected returns and betas:

Assets E(r) Beta

Risk-free Asset 2% 0

Portfolio-X 16% 1.2

Portfolio-Y 6% 0.2

What are the reward-to-beta ratios for portfolio-X and -Y, respectively?

X:16.67%; Y:15.56%

X:11.67%; Y:10%

X:10%; Y:11.67%

X:12.34%; Y:15.56%