Table 8.3 Consider the Following Two Securities X and Y

Multiple Choice

Table 8.3
Consider the following two securities X and Y.
-Using the data from Table 8.3, what is the portfolio expected return and the portfolio beta if you invest 35 percent in X, 45 percent in Y, and 20 percent in the risk-free asset?

A) 12.5%, 0.975
B) 12.5%, 1.975
C) 15.0%, 0.975
D) 15.0%, 1.975