You own a portfolio which is 50 percent invested in U.S. Treasury bills, 20 percent invested in Stock A with a beta of 1.25, 20 percent invested in stock B with a beta of 0.95, and the remainder is invested in stock C. Stock C is equally as risky as the market. The risk-free rate of return (R_f) is 3.50 percent and the expected return on the market (E(R_m)) is 10 percent. What is the portfolio beta?

		0.54
		0.65
		0.79
		1.07
		1.10