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Asset 12345 5 Totals Asset beta 1.96 0.83 1.96 1.14 0.73 Portfolio weights Portfolio A 25% 35% 15% 10% 15% 100% Portfolio B 20% 10%

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Asset 12345 5 Totals Asset beta 1.96 0.83 1.96 1.14 0.73 Portfolio weights Portfolio A 25% 35% 15% 10% 15% 100% Portfolio B 20% 10% 45% 10% 15% 100% a. The beta for portfolio A is (Round to four decimal places.) The beta for portfolio B is. (Round to four decimal places.) b. Which portfolio is more risky? (Select the best answer below.) OA. They are the same. OB. Portfolio A OC. Portfolio B

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