Jacquelyn has the following portfolio of assets: Proportion of Portfolio, Beta

Asset A: 20%,

1.05

Asset B: 35%, 0.85

Asset C: 15%, 1.65

Asset D: 30%, 1.10

What is the beta of Jacquelyn's portfolio?

Select one:

a. 1.65

b. 1.09;

c. 0.85;

d. 1.10