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Given the following information answer questions 16-18: 16. The beta of the portfolio is a. 1.06 b. 1.27 c. 0.95 d. 1.10 17. The risk-free

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Given the following information answer questions 16-18: 16. The beta of the portfolio is a. 1.06 b. 1.27 c. 0.95 d. 1.10 17. The risk-free rate is a. 9% b. 5% c. 6% d. Cannot be determined. 18. The expected return of the portfolio is a. 11.25% b. 12.0% c. 13% d. 11.12%

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