Part 1 of 1 - Question 6 of 20 1 Points Question Progress A CAPM and Expected Return on an Asset. In a world where the CAPM assumptions hold for any asset and for any investor (CAPM world), you meet an investor who holds asset Z as his total portfolio, where E[Rz] = 12% and o[Rz] = 12%. Also, the riskless rate Rf is 6%, E[RM] = 15%, and o[RM] = 18% where M denotes the market portfolio. Asset Y has BYM =0.5 and o[Ry] = 12%. The expected return on asset Y is: OA. 12% OB. 7.5% OC. 13.5% D. 10.5% OE. There is not enough information to determine the expected return on asset Y Reset Selection