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A portfolio comprises Coke (beta of 1.1) and Wal-Mart (beta of 0.6). The amount invested in Coke is $20,000 and in Wal-Mart is $30,000. What

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A portfolio comprises Coke (beta of 1.1) and Wal-Mart (beta of 0.6). The amount invested in Coke is $20,000 and in Wal-Mart is $30,000. What is the beta of the portfolio? O A. 0.96 OB. 0.92 O C. 1.04 OD. 0.8

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