Assume your client has the following portfolio:

Stock Weight Beta

BCD $40\%1\mathrm{.}15$

EFG $25\%\mathrm{.}90$

HIJ $35\%1\mathrm{.}05$

What is the overall weighted beta for this portfolio?

A$)$

$1\mathrm{.}02$

B$)$

$1\mathrm{.}05$

C$)$

$1\mathrm{.}10$

D$)$

$1\mathrm{.}12$