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 ________.
$\begin{array}{llrl}\text { Security }& \$ \text { Invested }&E(R) & \text { Beta }\\\text { A } & \$ 40,000 & 9.00 \% & 1.05 \\\text { B } & \$ 34,000 & 10.50 \% & 1.33 \\\text { C } & \$ 26.000 & 11.80 \% & 1.22\end{array}$

A) 10.12; 1.38
B) 10.24; 1.19
C) 11.06; 1.27
D) 12.39; 1.40
E) 12.45; 1.32