You are holding a portfolio made up of 10% of asset A, 30% of the riskless asset, and 60% asset B. The beta of asset A is 1.40, and the beta of asset Bis 1.15. What is your portfolio beta? O 0.48 0.64 0.83 1.05 Question 22 (4 points) Suppose you are looking at three assets. Minnesota Pharmaceuticals has an expected return of 11.5% and a beta of 1.2. The expected Market return is 6%. The riskless rate is 2.5%. The weights are 1/3 each. What is the beta of the portfolio? 0.61 0.73 0.88