Lauren Has the Following Portfolio of Assets What Is the Beta of Lauren's Portfolio?
A) 1

Multiple Choice

Lauren has the following portfolio of assets. $$\begin{array}{l}\text { Proportion of }\\\begin{array} { l c c } \text { Asset } & \text { Portfolio } & \text { Beta } \\\hline \text { A } & 20 \% & 1.60 \\\text { B } & 35 \% & 1.05 \\\text { C } & 45 \% & 0.85\end{array}\end{array}$$ What is the beta of Lauren's portfolio?

A) 1.07
B) 1.16
C) 1.05
D) 1.00