U.S. market portfolio: Variance: 0.08 Expected rate of return: 0.10 Foreign portfolio: Variance estimated based on dollar rate of return: 0.12 Expected dollar rate of return: 0.13 Correlation Coefficient (estimated based on dollar rate of return) between the U.S. market portfolio and the foreign portfolio: .63 What is the beta of the foreign portfolio? Select one: O a. 5667 O b. .6734 OC. 1.0 O d. .7716