You hold a portfolio with the following securities: Percent Security of Portfolio Beta Return X Corporation 50% 1.35 14% 10% 1.95 10% Y Corporation Z Corporation 40% .75 8% Compute the beta and expected return for the portfolio. 1.05: 11.56% O 1.02; 10.67% O 1.14: 11.20% 1.07: 10.67% 1.07: 11.20% None of them