Suppose you put half of your money in Kroger and half in Rite Aid. What would the beta of this combination be if Kroger has a beta of $1\mathrm{.}16$ and Rite Aid

has a beta of $86?$

Multiple Choice

$1\mathrm{.}01$

$1\mathrm{.}04$

$\mathrm{.}35$

$\mathrm{.}55$