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 ________.
$\begin{array}{llll}\text { Security }&\$ \text { Invested } & E(R) &\text { Beta }\\\mathrm{A} & \$ 30,000 & 16.20 \% & 1.12 \\\mathrm{~B} & \$ 24,000 & 10.50 \% & 1.38 \\\mathrm{C} & \$ 26.000 & 11.80 \% & 1.33\end{array}$

A) 12.45; 1.38
B) 12.84; 1.39
C) 13.06; 1.27
D) 13.39; 1.40
E) 13.45; 1.32