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Given the following information, if I were to invest in 100 shares of Stock A, 75 shares of Stock B, and 50 shares of Stock

Given the following information, if I were to invest in 100 shares of Stock A, 75 shares of Stock B, and 50 shares of Stock C, what would my portfolio beta be?

Return Beta Price Per Share

Stock A 12% 1.45 $12.00

Stock B 20% 0.65 $27.50

Stock C 16% 1.15 $32.00

A. 0.939 B. 1.012

C. 1.035

D. 1.112 E. 1.188

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