Suppose you have a portfolio made up of 40% Stock A, 35% Stock B, and 25% Stock C. Stock A has an expected return of 15% and a beta of 1.8, Stock B has an expected return of 9% and a beta of 1.3, and Stock C has an expected return of 6% and a beta of 0.8. What is the expected return and beta of your portfolio? LO4

A. E[r_p] = 10.65%, _p = 1.38

B. E[r_p] = 9.67%, _p = 1.35

C. E[r_p] = 8.95%, _p = 1.29

D. E[r_p] = 8.52%, _p = 1.05