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QUESTION 28 1 points Save An investor currently holds the following portfolio: He invested 30% of the fund in Apple with Beta equal 0.7. He

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QUESTION 28 1 points Save An investor currently holds the following portfolio: He invested 30% of the fund in Apple with Beta equal 0.7. He also invested 40% in GE with Beta equal 1.5. The rest of his fund goes to Ford, with Beta equal 2. Use the above information to answer the following question. The three month Treasury bill rate (this is risk free rate) is 2%. S&P500 index return is 10% (this is market return). Now calculate the portfolio's return. 11.04% 13.28% 13.41% 9.66%

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