2. You plan to invest in the following portfolio: Percentage of portfolio Beta Company 1 0.38 0.95 Company 2 0.15 1.42 Company 3 0.27 1.69 Company 4 0.20 0.81 a) Calculate the beta of this portfolio? b) Which company is the riskiest in the portfolio? c) Which company is the safest in the portfolio? d) Compare the risk of the portfolio with the risk of the market? 3. Which of the following investments is clearly preferred to the others? (Explain your answer) Standard Expected Investment deviation % return% A 20 18 B 20 20 C 22 20