-What Is the Beta of the Portfolio?
A) 1

Multiple Choice

$\begin{array}{lrcc} & \text { Amount invested } & \text { Expected return } & \text { Beta } \\\text { Stock X } & \$ 30,000 & 16 \% & 1.35 \\\text { Stock Y } & \$ 45,000 & 13 \% & 1.10 \\\text { Stock Z } & \$ 25,000 & 10 \% & 0.85\end{array}$

-What is the beta of the portfolio?

A) 1.06
B) 1.11
C) 0.98
D) 1.27
E) 1.19