John Smith has invested in three stocks, with the information given below: Stock Investment Expected Return Beta $15,000 14% 1.4 Y $25,000 10% 1.2 z $10,000 8% 0.8 What are the expected return and beta for this portfolio? O 8.6%; 1.25 O 10.7%; 1.13 O 10.8%; 1.18 O 12.4%; 1.04