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Explain Answer Show Work Jeanne Lewis is attempting to evaluate two possible portfolios consisting of the same five assets but held in different proportions. She
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Jeanne Lewis is attempting to evaluate two possible portfolios consisting of the same five assets but held in different proportions. She is particularly interested in using beta to compare the risk of the portfolios and, in this regard, has gathered the following data: a. Calculate the betas for portfolios A and B b. Compare the risk of each portfolio to the market as well as to each other. Which portfolio is more risky? a. The beta of portfolio A is. (Round to three decimal places.) Data Table (Click on the icon located on the top-right corner of the data table in order to copy its contents into a spreadsheet.) Portfolio Weights Asset Asset Beta Portfolio A Portfolio B 30% 15% 18% 2340 14% 100% 1.26 0.67 1.23 1.12 0.88 13% 32% 13% 7% 35% 100% 4 Tota Print Done Enter your answer in the answer box and then click CheckStep by Step Solution
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