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Here are some characteristics of two portfolios, the market Index, and the risk-free asset. Expected Return Standard. Deviation Beta 11% 0.8 10% 14% 1.5 Portfolio A Portfolio B Market index T-bills 31x 12% 1 20% 6% 0 ex Required: a-1. Calculate the return predicted by CAPM for a portfolio with a beta of 0.8. (Round your answer to 1 decimal place.) Return % a-2. Calculate the return predicted by CAPM for a portfolio with a beta of 1.5. Return b. If Instead you could invest only in bills and one of these portfollos, which would you choose? Portfolio A O Portfolio B