You are going to invest $20,000 in a portfolio consisting of assets X, Y, and Z, as follows: What is the expected annual return of this portfolio? A) 10.0% B) 11.0% * C) 11.4% D) 11.7% E) cannot be determined The beta of the portfolio, consisting assets X, Y and Z is A) 2.4 B) 2.0 C) 1.6 * D) 1.5 E) 1.0