A friend tips you off on a hot stock: Sure Thing Mines Ltd. You only have $10,000 to invest but you want to invest more. Assume that you can borrow an additional $5,000 by short-selling the risk free asset (issuing T- Bills). You purchase $15,000 worth of shares in Sure Thing Mines Ltd. The expected returns and standard deviations of the two assets are outlined in the table below: 28. Expected Return 5.5% Beta T- Bills Sure Thing 15% 1.70 What is the beta of the portfolio? O A. 1.70 O B. 2.55 O c. 1.50 O D. 2.70 OE. 2.50