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Suppose News Corporation shares have a beta of 1.55?, whereasCBA shares have a beta of 0.85. If the? risk-free interest rate is4.8 % and the expected return of the market portfolio is 13.2 %?,according to the? CAPM, a. what is the expected return of NewsCorp? shares? b. what is the expected return of CBA? shares? c.what is the beta of a portfolio that consists of 65 % News Corpshares and 35 % CBA? shares? d. what is the expected return of aportfolio that consists of 65 % News Corp shares and 35 % CBA?shares?a. What is the expected return of News Corp? shares? News?Corp's expected return is nothing?%. ?(Round to one decimal?place.) b. What is the expected return of CBA? shares? ?CBA'sexpected return is nothing?%. ?(Round to one decimal? place.) c.What is the beta of a portfolio that consists of 65 % News Corpshares and 35 % CBA? shares? The portfolio beta is nothing. ?(Roundto two decimal? places.) d. What is the expected return of aportfolio that consists of 65 % News Corp shares and 35 % CBA?shares? The expected return of the portfolio is nothing?%. ?(Roundto one decimal? place.)
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