you 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%	2.2

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

Question 11 options:

	0.972
	0.944
	1.200
	This cannot be calculated without having any data about the returns of the market portfolio.