You hold a diversified portfolio consisting of a $5,000 investment in each of 20 different common stocks (.e., you have a total of $100,000 invested). The portfolio beta is equal to 1.15. You have decided to sell one of your stocks, a lead mining stock whose beta is equal to 0, for $5,000 net and to use the proceeds to buy $5,000 of stock in a steel company whose beta is equal to 1. What will be the new beta of the portfolio? O 1.20 O 1.12 O 1.22 O 1.10 O 1.30