O Assume that you hold a well-diversified portfolio that has an expected return of 10.5% and a beta of 1.10. You are in the process of buying 1,000 shares of Alpha Corp at $10 a share and adding it to your portfolio. Alpha has an expected return of 12.5% and a beta of 0.5. The total value of your current portfolio is $90,000. What will the expected return and beta on the portfolio be after the purchase of the Alpha stock? Do not round your intermediate calculations. Oa8.20 %:0.94 Ob 11.50% 0.80 Oc 12.80%; 1.26 d. 10.70% 1.04 11.46%:0.74