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I know the first two answers are right, but I'm not sure how to answer the last one... The risk-free rate is 7%, the market

I know the first two answers are right, but I'm not sure how to answer the last one...

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The risk-free rate is 7%, the market risk premium (EM) - rf) is 8%. You invest $300 in security A with a beta of 1.2 and $700 in security B with beta of 1.5. What is the beta of this formed portfolio? 1.25 1.3 OOO O 1.34 1.41 1.52 QUESTION 66 Based on the CAPM, what is the required rate of return of your portfolio? O 14.72 O 15.21 O 16.96 17.39 18.28 QUESTION 67 Suppose you find a security A has an expected rate of return of 17%. What is the alpha of security A? O -1.4% O 0% O .4% 0.6% O 1.4%

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