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 retum of 12.0% and a beta of 1.60. The total value of your current portfolio is $90,000. What will the expected return and betx on the portfolio be after the purchase of the Alpha stock? Do not round your intermediate calculations O 12.88% 1.02 Ob 11.72% 1.14 c. 13.57% 0.99 d. 13.224: 1.15 11.00% 1.24