Question 12 (4 points) Suppose you are looking at three assets. lowa Ltd. has an expected return of 9.25% and a beta of 1.1. The expected Market return is 6%. The riskless rate is 2.5%. The weights are 50% for lowa LTD and 25% for each of the other two assets. What is the expected return on the portfolio? 7.75% 6.92% 5.92% 6.75%