Suppose News Corporation shares have a beta of 1.4, whereas CBA shares have a beta of 0.83. If the risk-free interest rate is 4.4% and the expected return of the market portfolio is 11.4%, according to a. what is the expected return of News Corp shares? the CAPM, b. what is the expected return of CBA shares? c. what is the beta of a portfolio that consists of 55% News Corp shares and 45% CBA shares? d. what is the expected return of a portfolio that consists of 55% News Corp shares and 45% CBA shares? a. What is the expected return of News Corp shares? News Corp's expected return is %. (Round to one decimal place.)