Suppose the risk-free rate is 4.60% and the market portfolio has an expected return of 12.50%.A portfolio is invested equally in three securities with betas of 0.50, 1.25, and 1.30 respectively.What is the expected return on this portfolio?

Question 16 options:

a)12.32%

b)12.63%

c)12.95%

d)13.26%

e)13.58%