You hold a portfolio of two stocks. The first stock has a beta of 0.5 and the second stock has a beta of 2.0. You have invested 75% of your wealth in stock 1. Return on the market portfolio is 20%. The risk-free rate is 5%. The portfolio beta is 1. 1. 2. 2.5. 3. 2.0. 4. 0.875. 5. 0.5