You are trying to assess the risk and return of your portfolio. You put a quarter of your money in small stocks with a beta of 2.8 and an expected return of 18%. You put half your money in large stocks with a beta of 1.8 and an expected return of 12%. You invest one-eighth of your money in a well-diversified portfolio like the S&P 500 index with a beta of 1 and an expected return of 8%, and the rest of your money is invested in risk-free T-bills. The expected return on the T-bills is 4%.

What is the expected return and systematic risk (beta) on your portfolio respectively?