You have invested in a portfolio of four stocks:

Stock Share Price Number of shares owned Expected return Beta

Alpha $20 500 10% 0.9

Beta $35 200 6% 0.1

Omega $50 100 15% 1.6

Zeta $30 100 20% 1.2

Refer to the information above. Calculate the beta of the portfolio.

0.972

0.944

1.200

This cannot be calculated without having any data about the returns of the market portfolio.