The beta on risky asset A is 1.8 and the beta on risky asset Bis 1.1. The expected return on the market portfolio is 10% and the risk free rate of return is 4%. Consider a portfolio comprising the two riskypssets and the risk-free asset where you invest 50% in risky asset A and 30% in risky asset B. What is (1) the beta of a portfolio and fri) the expected return of the portfolio? Select an answer and submit. For keyboard navigation, use the up/down arrow keys to select an answer. a None of the above b (1) 0.97 and (11) 9.8296 c. 6) 1.23 and (11) 9.8296 d 6) 123 and (m) 113846 e 0.97 and (0) 11 3996