The following portfolio has an expected return of percent and a beta of Security A B $ Invested E(R) $30,000 16.20% $24,000 10.50% $26,000 11.80% Beta 1.12 1.38 1.33 12.84; 1.39 12.45; 1.38 13.39; 1.40 13.06; 1.27 13.45; 1.32