Stock A has a beta of 0.97, Stock Bs beta is 1.64, Stock Cs beta is 1.21, Stock D's beta is 0.48, Stock E's beta is 1.03, and Stock F's beta is 0.66. If you invest $9,000 in Stock A, $5,000 in Stock B, $7,000 in Stock C, $2,000 in Stock D, $3,000 in Stock E, and $4,000 in Stock F, what will be the beta of your portfolio?

a. 1.23

b. 0.89

c. 1.07

d. 1.19

e. 1.35