you have a three-asset portfolio containing only stocks a, b, and c. the weights are w(A), w(B) and w(C), respectively. The betas are ba, bb, and bc,respectively, and bb= 1.25*ba and bc=1.25*bb

at time t=0, w(A)=w(B)=40%. between t=0 and t=1, stocks' prices change according to the following A=-10%, B=10%, C=20%

(A) what is the beta of the portfolio after the prices change at t=2? (express as a multiple of *ba, so if you get 0.5 ba, enter only .5