Question 13 (1 point) Both assets D and E plot on the SML. Asset D has a beta of 0.4 and an expected return of 6.8%. Asset E has a beta of 1.65 and an expected return of 14.3%. The risk- free rate is 4.4% and the expected return on the market portfolio is 11%. If you wish to hold a portfolio consisting of assets D and E, and have a portfolio beta equal to 1.0, what proportion of the portfolio must be in asset E? 0.48 O 0.50 0.54 0.52