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Portfolio Average Return Standard Deviation Beta 14.7% 18.6% 1.47 8.8% 14.2% 0.78 11.2% 16.0% 1.22 The risk-free rate is 4.5% and the market risk premium

Portfolio Average Return Standard Deviation Beta 14.7% 18.6% 1.47 8.8% 14.2% 0.78 11.2% 16.0% 1.22 The risk-free rate is 4.5% and the market risk premium is 7%. What is the beta of a portfolio comprised of 30% portfolio A, 20% portfolio B, and 50% portfolio C? 01.160 1.564 1.098 O1.207

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