Jessica currently has all of her wealth in Treasury bills. She is considering investing 75% of her funds in Navigator Inc, whose beta is 4.20, with the remainder left in Treasury bills. Navigator has an expected return of 35.80% and Treasury bills have an expected return of 4.80%. What are Jessica's portfolio beta and portfolio expected return? (Hint: Ch8) Question 21 options: Portfolio beta = 3.15, and Portfolio expected return = 20.30%. Portfolio beta = 3.40,