Four securities have the characteristics described in the following table: Stock A Stock B Stock C Stock D a 4% 8% 10% 6% B 2.2 1.5 0.5 0.8 ei 4% 8% 4% 2% Use the table and the Single-Index Model for problems 14-17 to calculate the requested values for an equally weighted portfolio made up of the four assets, given an expected market return of 6% (Rm - 6%) and a market risk of 4% (m 4%). What is the value of the portfolio's beta? a. Less than or equal to 0.5 b. Greater than 0.5 but less than or equal to 1 c. Greater than 1 but less than or equal to 1.5 d. Greater than 1.5 but less than or equal to 2 e. Greater than 2