Question #2: You are going to invest $20,000 in a portfolio consisting of assets X, Y, and Z, as follows: Asset X Y Z Annual Retum 10% 8 16% Probability 0.50 0.25 0.25 Beta 1.2 1.6 2.0 Proportion 0.333 0.333 0.333 what is the expected annual return of this portfolio