Table 8.2 Expected Asset Return Beta Proportion You are going to invest $20,000 in a portfolio consisting of assets X, Y, and Z, as follows: You are going to invest $20,000 in a portfolio consisting of assets X, Y, and Z, as follows: X 10% 1.2 0.333 Y 8% 1.6 0.333 Z 16% 2.0 0.333 Given the information in Table 8.2, what is the expected return of this portfolio? O A. 11.40% OB. 11.33% O C. 10.00% OD. 11.70%