ent 7B - Graded Remaining Time: 11:52:06 Lucas bulds a portfolio by investing in two stocks only: Microsoft (MSFT) and Huawel (SHE). According to the CAPM, the expected risk premium (1.0., the expected retum minus the risk-free rate) of MSFT is 13.4% and the expected risk premium of SHE is 6.7%. The bota of MSFT is equal to 1.01. If Lucas puts 70% of his money in MSFT stock and 30% in SHE stock, what is the approximate beta of his portfolio? By Number (Please round your answer with two decimals). ent 7B - Graded Remaining Time: 11:52:06 Lucas bulds a portfolio by investing in two stocks only: Microsoft (MSFT) and Huawel (SHE). According to the CAPM, the expected risk premium (1.0., the expected retum minus the risk-free rate) of MSFT is 13.4% and the expected risk premium of SHE is 6.7%. The bota of MSFT is equal to 1.01. If Lucas puts 70% of his money in MSFT stock and 30% in SHE stock, what is the approximate beta of his portfolio? By Number (Please round your answer with two decimals)