You currently have a portfolio which contains two securities with equal weights. One is a risk-free asset, and the other is perfectly following the market. The return for the risk-free asset is 5% and the portfolio's expected return is 10%. You are going to create another portfolio with a beta of 0.9. What should be your expected return on the new portfolio? 5%. 15%. 12.50%. 7.50%. 9.50%. 14%. 10%.