A friend says that she expects to earn 13.50 % on her portfolio with a beta of 1.50 You have a two-asset portfolio including stock X and a risk-free security. The expected return of stock X is 10.50 % and the beta is 1.20 The expected return on the risk-free security is 2.50 % You construct a portfolio to match your friend's return. What is the beta of your portfolio?