Question 18 011 pts Suppose asset returns are given according to a single-factor model, and consider two large diversified portfolios Tech and Gold. Portfolio Tech has a beta of 2 and an expected return of 22%. Portfolio Gold has a beta of 0 and an expected return of 10%. If there no arbitrage opportunities, what is the expected return on a large portfolio with a beta 1? Correct Answer 16% 6% O 8% O 10% You Answered 14%