6. Consider the following three assets and their exposures to the Carhart (1997) four factors: Factor Mkt-Rf SMB HML UMD Asset A Asset B Asset C 1.2 1.0 0.9 0.3 -0.1 -0.2 0.4 0.3 -0.1 -0.1 0.4 0.2 Calculate the betas of a portfolio that places weights of 50% on Asset A. 30% on Asset B. and 20% on Asset C. 6. Consider the following three assets and their exposures to the Carhart (1997) four factors: Factor Mkt-Rf SMB HML UMD Asset A Asset B Asset C 1.2 1.0 0.9 0.3 -0.1 -0.2 0.4 0.3 -0.1 -0.1 0.4 0.2 Calculate the betas of a portfolio that places weights of 50% on Asset A. 30% on Asset B. and 20% on Asset C