6 P5.30 five assets but held in different proportions. He is particularly interested in using beta to compare the risk of the portfolios and, in this regard, has gathered the following data. Asset 1 2 Asset Beta 1.3 0.7 1.25 1.1 0.9 Portfolio Weights Portfolio A Portfolio B 20% 35% 30% 5% 15% 20% 5% 30% 30% 10% 100% 100% 3 5 Total a. Calculate the betas for portfolios A and B. b. Compare the risk of each portfolio with the market as well as to each other. Which portfolio is more risky