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please show work for all steps Suppose you are currently holding $5,000 in a portfolio that has 40% in security A with a beta of

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Suppose you are currently holding $5,000 in a portfolio that has 40% in security A with a beta of 1.5,10% in T-bills, and the rest in the market portfolio. You receive $1,000 in cash from your aunt and use all of it to purchase T-bills. Assume the market values o security A and the market portfolio remain the same. What is the beta of your portfolio? A. 0.917 B. 0.875 C. 0.792 D. 1.100 E. 5.500 F. 4.400 G. None of the above

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