You invest $600 in a security with a beta of 1.5 and $400 in another security with a beta of 0.90. The beta of the resulting portfolio is OA. 1.00 OB. 1.36 OC. 1.40 D. 0.80 OE. 1.26 QUESTION 2 An investor invests 40 percent of his wealth in a risky asset with an expected rate of return of 0.15 and a variance of 0.04 and 60 percent in a T-bill that pays 6 percent. His portfolio's expected return and standard deviation are and respectively. A. 0.096; 0.08 OB. 0.295; 0.12 OC. 0.795; 0.14 D.0.114; 0.12 E. 0.096; 0.12