The alphas for company l and company 2 are 1.675 and 1.660 , respectively. The betas for company 1 and company 2 are 0.636 and 0.291 , respectively. The markets expected return is 4.60%. Form an equallyweighted portfolio of company 1 and company 2. The expected return of this portfolio according to the single index model is closest to Select one: a. 3.8% b. 4.6% c. 4.2% d. 8.3%