Suppose Woolworths has a beta of 0.33 and Qantas has a beta of 1.48. The risk-free interest rate is 2.20% and the market risk premium is 7.00%. According to the CAPM, what is the expected return on a portfolio with 29% invested in Woolworths, 46% invested in Qantas, and 36% invested in a market security (a diversified portfolio with systematic risk equivalent to the market) and the remainder invested in a risk-free security? a. 9.26% b. 9.72% O c. 10.16% O d. 10.64% e. 11.05%