The risk-free rate and the expected market rate of return are 0.04 and 0.12, respectively. According to the capital asset pricing model (CAPM), the expected rate of return on security X with a beta of 1.4 is equal to Multiple Choice 12% 18% O 6% O o 14.4% O 15.2% You invest 50% of your money in security A with a beta of 1.6 and the rest of your money in security B with a beta of 0.7. The beta of the resulting portfolio is Multiple Choice O 1.08. O 0.80. O 1.40 1.15 o 0.36