Suppose that the market portfolio is equally likely to increase by 14% or decrease by 4%. Security "X" goes up on average by 22% when the market goes up and goes down by 14% when the market goes down. Security "Y" goes down on average by 32% when the market goes up and goes up by 26% when the market goes down. Security "Z" goes up on average by 4% when the market goes up and goes up by 4% when the market goes down. The expected return on security with a beta of 1.8 is closest to: 5.8% 4.8% 6.6% 5.0%