Moe H. Burkowski just purchased 150 shares of PepsiCo (PEP) at $94.00 each and 500 shares of JetBlue Airways (JBLU) for $32.00 each. Moe has gathered the following information about these two stocks: PepsiCo (PEP) JetBlue Airways JBLU) E(R) 6.42% 9.70% 0 6 .21% 9.18% B 0.72 1.08 The covariance (COV) between the returns on these two stocks is -0.0029. What is the beta of his portfolio? Multiple Choice O 0.877 O 0.911 O 0.811 O 0.791 O 0.957