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? O a. 10.64%; 1.17 O O O b. 12.97%; 1.42 c. 12.35M1.36 OO d. 11.76M; 1.29 e. 11.20%: 1.23