- 11) Amani has decided to construct a portfolio of 3 assets. She will invest 28% in asset A which has a beta of 0.85. She will invest 50% in asset B which has a beta of 025. Finaly, shel invest the remaining in aset Cwth a beta of 1.10. If the rate on three month US treasury bills was 1.5%, and the return on S&P 500 index was 7% then the required rate of return on Amani's Portfolio is: 1.53% b.4.86% c. 5.77% d. 5.52% a