Suppose News Corporation shares have a beta of 1.46, whereas CBA shares have a beta of 0.9. If the risk-free interest rate is 4.7% and the expected return of the market portfolio is 12.4%, according to the CAPM, a. what is the expected return of News Corp shares? b. what is the expected return of CBA shares? c. what is the beta of a portfolio that consists of 65% News Corp shares and 35% CBA shares? d. what is the expected return of a portfolio that consists of 65% News Corp shares and 35% CBA shares? a. What is the expected return of News Corp shares? News Corp's expected return is %. (Round to one decimal place.) b. What is the expected return of CBA shares? CBA's expected return is %. (Round to one decimal place.) c. What is the beta of a portfolio that consists of 65% News Corp shares and 35% CBA shares? The portfolio beta is. (Round to two decimal places.) d. What is the expected return of a portfolio that consists of 65% News Corp shares and 35% CBA shares? The expected return of the portfolio is %. (Round to one decimal place.)