What is the beta of the following portfolio?

a. 1.38

b. none of the listed items is correct

c. 1.26

d. 0.09

e. 1.17

\begin{tabular}{|l|l|l|l|} \hline Stock & E(R) & Beta & Investment \\ \hline A & 12% & 1.6 & $75,000 \\ \hlineB & 9% & 1.3 & $60,000 \\ \hline C & 5% & 0.6 & $15,000 \\ \hline \end{tabular}