You are going to invest in a portfolio consisting of assets X, Y and Z. Asset X has an annual return of 10%, probability of 0.50, beta of 1.2 and 33.3% of investment Asset Y has an annual return of 8%, probability of 0.25, beta of 1.6 and 33.3% of investment Asset Z has an annual return of 16%, probability of 0.25, beta of 2.0 and 33.3% of investment The beta of the portfolio indicates the portfolio has