Asset A B E[R] Std. Deviation 12% 30% 33% 50% The assets A & B are uncorrelated (i.e. correlation is zero). The risk-free rate is 3%. The beta of A is 0.75 and the beta of B is 2. What is the beta of the optimal risky portfolio composed of A and B ? O 1.24 1.32 1.37 1.43 1.51