You have $100,000 to invest in a portfolio that has two companies shares: Share A and Share Z. Share A has a beta of 1.30 and an expected return of 18.60%, while Share Z has a beta of 0.80 and an expected return of 12.60%. You target to have a portfolio beta of 1.10.

A. How much (in percentage and dollar amount) will you invest in each share?

B. What is the expected rate of return of your portfolio?