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Question 11 65 pts Sophia has 19,000 invested in a stock portfolio 15,000 invested in a bond portfolio. The stock portfolio has a beta of

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Question 11 65 pts Sophia has 19,000 invested in a stock portfolio 15,000 invested in a bond portfolio. The stock portfolio has a beta of 1.2 and the bond portfolio has a beta of 0,6. The expected return of the market is 15.3% and the bank rate is 2.8%. According to the CAPM, what should be the expected return of Sophia's total portfolio? (Give your answer as a percentage with 2 decimals, oe. If the answer is 0.0345224 for 3.45224%), enter 3.45 as your answer.) 9.79

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