13. Assume that you hold a well-diversified portfolio that has an expected return of 11.0 % and a beta of 1.20. You are in the process of buying 1,000 shares of Alpha Corp at $10 a share and adding it to your portfolio. Alpha has an expected return of 13.0 % and a beta of 1.50. The total value of your current portfolio is $90,000. What will the expected return and beta on the portfolio be after the purchase of the Alpha stock? a) 12.35%; 1.36 b) 10.64%; 1.17 c) 12.97%; 1.42 d) 11.76 % ; 1.29 e) 11.20%; 1.23