Annie's investment portfolio consists of $100 in Stock A, $200 in Stock B, and $500 in Stock C. The beta is 1.2, 0.8, 1 for Stock A, B, and c, respectively, what is the beta for the portfolio? If the market index return is 10% and the risk free rate is 396, what is the expected return for the portflio? O A. Portfolio beta of 0.975 and expected portfolio return of 9.8259% O B. Portfolio beta of 0.8 and expected portfolio return of 8.60% Portfolio beta of 0.8 and expected portfolio return of 1196 O D. Portfolio beta of 0.975 and expected portfolio return of 12.75%