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The beta of stock A is 1.34; the beta of stock B is 1.83; the beta of stock C is 0.72. If you invest $300,000

The beta of stock A is 1.34; the beta of stock B is 1.83; the beta of stock C is 0.72. If you invest $300,000 in stock A, $500,000 in stock B, and $200,000 in stock C, what is the beta of your portfolio?

A.

0.99

B.

1.27

C.

1.66

D.

1.46

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