Ivan Knobel holds a well-diversified portfolio that has an expected return of 11.0% and a beta of 1.20. He is in the process of buying 1.000 shares of Syngine Corp at $10 a share and adding it to his portfolio. Syngine has an expected return of 13,0% and a beta of 1.50. The total value of Ivan's current portfolio is $90,000. What will the expected return and beta on the portfolio be after the purchase of the Syngine stock? a. 11.20%, 1.23 O b. 12.9796; 1.42 O c. 12.35%; 1.36 O d. 10.64%; 1.17 O e. 11.76%; 1.29