Question 22 (3.3 points) An investor put 40% of her money in stock A and 60% in stock B. Stock A has a beta of 0.7 and stock B has a beta of 1.3. If the risk-free rate is 1% and the market risk premium is 4%, what is the expected portfolio return? OA) 5.24% B) 4.18% OC) 5.79% OD) 6.50% Question 23 (3.3 points) If a stock has a beta larger than one, it implies that A) This stock has lower unsystematic risk than the market B) This stock has lower systematic risk than the market C) This stock has higher systematic risk than the market D) This stock has higher unsystematic risk than the market