Obi$-$wan forms an aggressive growth portfolio by investing $24\%$ of his savings in GM stock, $22\%$ in Toyota stock, $21\%$ in Kia stock, $14\%$ in an index fund, and the last $19\%$ is allocated on a bond fund. Assume for simplicity that the index fund is a good proxy to the market portfolio and has a beta equal to $1,$ whereas the bond fund is a good proxy to the riskless asset. The beta of GM stock is $1\mathrm{.}15,$ the beta of Toyota is $1\mathrm{.}41,$ and the beta of Kia is $1\mathrm{.}66.$ If the expected return of the market index is $10\%$ and the risk$-$free asset yields $5\%,$ what are the beta and the expected return of Obi$-$wan$$s portfolio? Give your answer rounded to two decimal places.

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What is the beta of the portfolio?