The Following Portfolio Has an Expected Return of ________% and a Beta

Multiple Choice

The following portfolio has an expected return of ________% and a beta of ________.
$\begin{array}{cccc}\text { Security }&\text {Amount Invested }&\text {Expected Return}&\text { Beta }\\\mathrm{X} & \$ 17,000 & 14.28 & .98 \\\mathrm{Y} & \$ 12,000 & 7.8 & 1.33 \\\mathrm{Z} & \$ 11,000 & 9.5 & 1.07\end{array}$

A) 10.53; 1.13
B) 10.99; 1.11
C) 11.03; 1.28
D) 11.16; 1.11
E) 11.11; 1.16