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You hold a portfolio with the following securities: Percent Securityof PortfolioBetaReturn X Corporation20%1.3514% Y Corporation35%.9510% Z Corporation45%.758% Compute the expected return and beta for the

You hold a portfolio with the following securities:

Percent Securityof PortfolioBetaReturn X Corporation20%1.3514% Y Corporation35%.9510% Z Corporation45%.758%

Compute the expected return and beta for the portfolio.

9.9%, 0.94

9.9%, 1.02

34.4%, 0.94

10.67%, 1.02

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