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A portfolio consists of only two stocks, Stock A, and Stock B. We already know that Stock A has a beta of 1.25. We also

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A portfolio consists of only two stocks, Stock A, and Stock B. We already know that Stock A has a beta of 1.25. We also know that the portfolio has a beta of 1.35. If we know that the portfolio manager invests 40% of the portfolio value in Stock A, which of the following must be closest to the Stock B's beta? a) 1.39 b) 1.42 c) 1.46 d) 1.49

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