Suppose you are given the following information: ABC Corporation: Expected Return = 15.60%, Beta = 1.8

XYZ Corporation: Expected Return = 9.09%, Beta = 0.96 Assume that both assets are priced correctly according to CAPM.

Calculate the following:

Risk-free Rate = %

Market Risk Premium = %

.Suppose that you would like to combine the assets into a portfolio with a Beta equal to 1.4

What is the expected return of the portfolio? Expected Return of Portfolio = %

Express your answers in percentage terms, rounded to 2 decimal places (ie 10.25)