StockShare PriceNumber of Shares OwnedExpected ReturnBeta

Alpha $20500 10% 0.9

Alpha $20500 10% 0.9

Omega $50100 15% 1.6

Zeta $30100 20% 2.2

Refer to the information above. Calculate the expected return of the portfolio. Round your answer to the nearest hundredth of a percent.

Question 31 options:

10.78%

11.08%

12.75%

none of the above