What Is the Beta of a Portfolio That Consists of the Following

Multiple Choice

What is the beta of a portfolio that consists of the following?
$$\begin{array} { c r r } \text { Security } & \text {\$ Inveted } & \text { Beta } \\\text { A } & \$ 5,000 & .79 \\\text { B } & \$ 3,000 & 1.36 \\\text { C } & \$ 5,000 & 1.01 \\\text { D } & \$ 7,000 & 1.95\end{array}$$

A) 1.01
B) 1.24
C) 1.26
D) 1.29
E) 1.32