Dorcas Kuja has a portfolio of 3 stocks. She currently has 13.20% of ihr portfolio invested in ADP (Automatic Data Processing) in the Internet Software & Services sector, 15.00% in JEC (Jacobs Engineering Group) in the Construction & Engineering sector, 71.80% in C (Citigroup Inc.) in the Diversified Banks sector. They have betas of 1.63, 2.07, 0.76 respectively, given that the market is expected to return 23.00% and the yield on a 10-year treasury is 2.10%-what is the beta of the portfolio? a. 6.01 b. 1.20 c. 1.07 d. 1.00