red swer BER Question 24 Suppose Ford (F) has a beta of 2.67, whereas the beta of Safeway (SWY) is 0.72. The risk-free interest rate is 3%, and the market risk premium is 6%. What is the beta and the expected return of an equally weighted portfolio of Ford and Safeway, according to the CAPM? 1.540 and 13.17% 1.695 and 10.54% 1.695 and 13.17% 0/0 pts 1540 and 10.54%

Suppose Ford (F) has a beta of 2.67, whereas the beta of Safeway (SWY) is 0.72 . The risk-free interest rate is 3%, and the market risk premium is 6%. What is the beta and the expected return of an equally weighted portfolio of Ford and Safeway, according to the CAPM? 1.540 and 13.17% 1.695 and 10.54% 1.695 and 13.17%