\f21. R. Isidro has a FLBGQUUU portfolio containing the assets K. D, N, and H. PEEDJJW is invested in Asset K with s beta of 3J3. F150.DDU in Asset D with a beta of .5. F35.t} in Asset N with a beta of 4.0 and the remainder in Asset H with a beta of 1. If the risk- free rate is 2.5% and the market premium is 3%. what is the portfolio rate of the return? a. 1.45 b. I150 o. 2.23 d. 3.0 22. R. Sandagon has a 1m,nuu savings in the bank. He faoed with two investment opportunities. to invest in Treasury bond and to invest in Asset Scroll with a return equal to market. Assuming R. Sandagon invested S'ti: in the Treasury bond and the remainder in Asset Scroll, what is the beta of R. Sandsgon's portfolio? 3. {15 b. 11} o. 1.5 d.2.i} 23. Combining Asset A and B with betas of 1.5 and 3 will most lilteljlI produce a portfolio with a beta of: a. 1.13 b. 2G :12. 3.5 d. all of the above 24. What is the market rate of return if the rate of return for an asset with a beta of 3 is $51: assuming a risk-free rate of 5%? a. 5% b. 1696 o. 15% d. 26% 25. Alegarbes Investments has the fol lowing investments: Asset {stocks} A B Number of share LUBE 2,UUG Price per share 150 T5 Beta 2 1.5 What is the beta of the portfolio? a. 1.5 b. 1.53 o. 1.?5 d. 1.33