e. 1.86 5. Isabel invested in four-stock portfolio; she invested 10 percent of her money in Stock A, 20 percent Stock B, 35 percent of her money in Stock C, and 35 percent of her money in Stock are 0.5, of her money in 1.2, 2.0, and 1.75, respectively, and their expected returns are 12 percent, 24 percent, 30 percent, and 28 percent, respectively. What is the beta of Isabel's portfolio? a. 1.22 b 1.36 c 1.60 d. 1.43 e. 1.38