Assume that you hold a well-diversified portfolio that has an expected return of 11.0% and a beta of 1.20. You are in the process of buying 1,000 shares of Alpha Corp at $10 a share and adding it to your portfolio. Alpha has an expected return of 17.0% and a beta of 1.60. The total value of your current portfolio is $90,000. What will the expected return and beta on the portfolio be after the purchase of the Alpha stock? Do not round your intermediate calculations. a. 12.88%;1.05 b. 11.60%;1.24 c. 11.72%;1.14 d. 13.22%;1.15 e. 13.57%;0.99