QUESTION 5 The betas for 3 stocks D, E and F are provided to you. You have invested equal amount in each stoc k: The risk-free rate is 8%, and the expected inflation rate is 4%. Beta of D: -0.4, read it as negative 0.4 Beta of E: 1.9 Beta of F: 0.9 If the market goes down by 15%, value of your portfolio is expected to O a. None of the above O b. remain the same Oc. go up by 7.6% O d. go down by 12% O e. go down by 4.1%