You are considering investing in a portfolio of 3 shares, A, B and C. You plan to invest 45% of your funds in share A, 30% of your funds in share B and the remainder in share C. The expected return on shares A, B and C are shown in the following table along with the beta of each of the three different shares. Share A Share B Share C Expected return 8% 9% 10% Beta 1.0 1.20 1.30 a. What is the expected return on the portfolio? (3.25 marks) b. What is the beta of the portfolio? (3 marks)