You invest $1000 in a risky asset with an expected rate of return of 0.14 and a standard deviation of 0.20 and a T-bill with a rate of return of 0.06. The risky asset has a beta of 1.4. If you have a risk-aversion parameter of 2.5, what is the beta of your complete portfolio? A. 0.28 B. 0.80 C. 1.00 D. 1.12 E. 1.32