Security Espected Return Standard Deviation Beta 0.10 0.24 0.08 0.20 0.80 123 What is the expected return of a portfolio consisting of 60% Securify #1 and 40% Security #2? Select one: O a. 8.20% O b.9.20% O c. 10.20% O d. 11.20% e. None of the above O What is the Beta of a portfolio consisting of 60% Security #1 and 40% Security #2? Select one: a 0.8700 O b. 0.9700 c. 1.0700 d. 1.1700