You are combining the stocks of Amazon (AMZN) and Bank of America (BAC) to form a two-asset portfolio. Below, you find the regression outputs using the single factor model.

Stock: AMZN Regression Statistics R-squared Std. Error Observations 0.348 42.460 60 Intercept Market Return Coefficient Std. Error t-Stat p-Value 2.112 0.847 2.492 0.016 1.152 0.207 5.568 0.000 Stock: BAC Regression Statistics R-squared Std. Error Observations 0.647 26.690 60 Intercept Market Return Coefficient Std. Error -0.185 0.672 1.691 0.164 t-Stat p-Value -0.275 0.784 10.305 0.000 If you put 70% of your wealth into AMZN and the rest into BAC, what is the market beta of your two-asset portfolio? (Round your answer to three decimals.) Stock: AMZN Regression Statistics R-squared Std. Error Observations 0.348 42.460 60 Intercept Market Return Coefficient Std. Error t-Stat p-Value 2.112 0.847 2.492 0.016 1.152 0.207 5.568 0.000 Stock: BAC Regression Statistics R-squared Std. Error Observations 0.647 26.690 60 Intercept Market Return Coefficient Std. Error -0.185 0.672 1.691 0.164 t-Stat p-Value -0.275 0.784 10.305 0.000 If you put 70% of your wealth into AMZN and the rest into BAC, what is the market beta of your two-asset portfolio? (Round your answer to three decimals.)