Please provide ans with calculations

Problem 12) Consider a portfolio of four stocks as displayed in the following table: Stock | Weight Beta 1 0.1 1.2 0.2 1.4 0.5 1.0 4 0.2 B4 The expected return of the portfolio is 0.12, the annual effective risk-free rate is 0.04, and the market risk premium is 0.06. Assuming the Capital Asset Pricing Model, calculate B4. a) 3.5 b) 3 c) 1.08 d) 2.17 e) 2