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Suppose the risk-free rate is 4.10% and the market portfolio has an expected return of 11.25%. A portfolio is invested equally in three securities with

Suppose the risk-free rate is 4.10% and the market portfolio has an expected return of 11.25%. A portfolio is invested equally in three securities with betas of 0.38, 1.13, and 1.18 respectively. What is the expected return on this portfolio?

Question 16 options:

	10.48%
	10.74%
	11.00%
	11.26%
	11.52%

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