of 15 You hold four stocks in your portfolio: A, B, C, and D. The portfolio beta is 1.099. Stock A comprises 21% of the dollar value of your holdings and has a beta of 1.09. you sell all of your investment in A and invest the proceeds in the risk-free asset, what is the beta of your new portfolio? The beta of the new portfolio is (Note: please retain at least 4 decimal places in your calculations and at least 2 decimal places in the final answer.)