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A portfolio comprises Coke (beta of 1.5) and Wal-Mart (beta of 0.9). The amount invested in Coke is $20,000 and in Wal-Mart is $20,000. What

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A portfolio comprises Coke (beta of 1.5) and Wal-Mart (beta of 0.9). The amount invested in Coke is $20,000 and in Wal-Mart is $20,000. What is the beta of the portfolio? O A. 1.1 OB. 1.32 O C. 1.2 OD. 1.14

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