you want to construct a portfolio containing U.S. treasury bills and two stocks. Its weight in T-bills is 37%. In stock A is 26% and in stock B is 37%. If the beta of the stock A is 1.60 and the beta of the portfolio is 0.95 what does the beta of stock B have to be ?

A) 1.73

B)1.15

C) 2.16

D) 1.44