Both assets B and C plot on the SML. Asset B has a beta of 1.5 and an expected return of 13.1%. Asset C has a beta of 0.60 and an expected return of 7.50%. The risk-free rate is 4% and the expected return on the market portfolio is 11%-lf you wish to hold a portfolio consisting of assets B and C, and have a portfolio beta equal to 1.1, what proportion of the portfolio must be in asset C? O A. 0.75 O B. 0.625 . 0.444 O D. 0.375