What should you expect the beta of a portfolio constructed with equal proportions of two assets each with the following characteristics be (round your answer to 2 decimal places): Asset A - Expected return 20\%, expected standard deviation of returns 15\%, Beta 1.7 Asset B - Expected return 10\%, expected standard deviation of returns 10\%, Beta .8 Assume the returns on the two assets have a .60 correlation coefficient. Question 10 What should you expect the return on a portfolio constructed with equal proportions of two assets each with the following characteristics be (round your answer to 2 decimal places): Asset A - Expected return 20\%, expected standard deviation of returns 15\%, Beta 1.7 Asset B - Expected return 10\%, expected standard deviation of returns 10\%, Beta .8 Assume the returns on the two assets have a .60 correlation coefficient