Asset Asset beta 1.15 0.73 Portfolio weights Portfolio A Portfolio B 25% 30% 40% 15% 5% 20% 10% 15% 25% 100% 100% 1.35 15% 1.59 0.98 Totals Portfolio betas Personal Finance Problem Rose Berry is attempting to evaluate two possible portfolios, which consist of the same five assets held in different proportions. She is 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