Consider two large diversified portfolios A and B. Portfolio A has a beta of 1.0 and an expected return of 13%. Portfolio B has a beta of 2.0 and an expected return of 2696. The risk-free rate is 49. Are the expected returns and betas consistent with a single-factor model? Cannot be determined O No Yes 1 pts Question 3 The risk-free rate and the expected market rate of return are 3% and 10%, respectively. According to the capital asset pricing model (CAPM. the expected rate of return on security X with a beta of 2 is equal to O 12% 6% 21% 1796