QUESTION 2 Lincoln owns a portfolio that has a value of $32,000 and consists of...

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QUESTION 2 Lincoln owns a portfolio that has a value of $32,000 and consists of 3 stocks. He has $8,000 worth of stock A, which has a beta of 2 20; he has 1,200 shares of stock B. which has a share price of $8.00 and a beta of 0.80; and he has some stock C, which has a beta of 0.20. What is the beta of Lincoln's portfolio? a. 0.88 (plus or minus 0.02) b. 0.72 (plus or minus 0.02) O c.0.64 (plus or minus 0.02) d. 1.07 (plus or minus 0.02) e. None of the above is within 0.02 of the correct

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