You are going to invest $150,000 in a portfolio consisting of assets. D, and B, as follows: Annual Return Probability Beta Asset Proportion A 12.5% 0.25 1.0 0.30 D 7.25% 0.60 -0.4 0.45 B 10.5% 0.15 3.1 0.25 Based on the information provided above, we can say that the beta of the portfolio has