You have invested your $20,000 total savings in the following assets: $10,000 in the ASX 200 (assume this is the market portfolio). $5,000 in Gold, which has a beta of 0.4. The remaining $5,000 in a deposit account earning the risk-free rate of 1% p.a. compounded annually. Given the expected return on the market portfolio is 5%, what is the expected return of your portfolio? 2.6% 5% 3% 1.7% 3.1%