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11. Rose Berry is attempting to evaluate two possible portfolios, which consist of Portfolio betas Personal Finance Problem the same five assets held in different
11. Rose Berry is attempting to evaluate two possible portfolios, which consist of Portfolio betas Personal Finance Problem the same five assets held in different proportions. She is particularly interested in using beta to compare the risks of the portfolios, so she has gathered the data shown in the following table: 1. a. Calculate the betas for portfolios A and B b. Compare the risks of these portfolios to the market as well as to each other. Which portfolio is more risky? (Round to four decimal places.) a. The beta for portfolio A is The beta for portfolio B is b. Which portfolio is more risky? (Select the best answer below.) O A. Portfolio A . (Round to four decimal places.) B. Portfolio B C. They are the same 1: Data Table (Click on the icon located on the top-right corner of the data table below in order to copy its contents into a spreadsheet.) Porttolio weights Asset Asset beta Portfolio A Portfolio EB 1.96 0.39 1.16 1.49 0.76 25% 30% 10% 5% 30% 100% 20% 5% 30% 20% 25% 100% 2 4 Totals
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