3. Stocks A, B, and C have the following betas and expected returns. Assume that an investor invested 40% in Stock A, 50% in Stock B, and 10% in stock C. Stock Stock A Stock B Stock C % of Portfolio invested 40% 50% 1096 Beta Return 0.6 10% 0.9 12% 1.5 18% What is the portfolio's beta? What is the portfolio's expected rate of return? O 0.84 and 11.8% O 0.9 and 12% O 1.0 and 13% O 1.2 and 12.8%