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 2,000 shares of Omega Corp at $10 a share and adding it to your portfolio. Omega has an expected return of 15.0% and a beta of 1. The total value of your current portfolio is $80,000. What will the expected return and beta on the portfolio be after the purchase of the Omega stock? Group of answer choices 11.20%; 1.25 11.80%; 1.25 11.80%; 1.16 11.20%; 1.42 10.64%; 1.16