The beta on risky asset A is 1.8 and the beta on risky asset Bis 1.1. The expected return on the market portfolio is 10% and the riskfree rate of return is 4%. Consider a portfolio comprising the two riskypssets and the risk-free asset where you invest 50% in riskyasset A and 30% in risky asset B. What is (i) the beta of a portfolio and fi) the expected return of the portfolio?Select an answer and submit. For keyboard navigation, use the up/down arrow keys to select an answer.aNone of the aboveb.(i) 0.97 and (ii) 9.829%(1) 1.23 and (ii) 9.8296(1) 1.23 and (ii) 11.38%) 0.97 and (ii) 11.38%e

Beta on A = 1.8 Beta on B = 1.1 Expected Return on Market Portfolio = 10% Risk Free Rate = 4%…

The beta on risky asset A is 1.8 and the beta on risky asset B is 1.1. The expected return on the market portfolio is 10% and the risk free rate of return is 4%. Consider a portfolio comprising the two riskypssets and the risk-free asset where you invest 50% in risky asset A and 309% in risky asset B. What is (i) the beta of a portfolio and fii) the expected return of the portfolio? Select an answer and submit. For keyboard navigation, use the up/down arrow keys to select an answer. a None of the above (i) 0.97 and (ii) 9.829% ) 1.23 and (ii) 9.829% (i) 1.23 and (ii) 11.389% e (1) 0.97 and (ii) 11.3896