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his Question: 5 pts 8 of 9 (6 complete) Jeanne Lewis is attempting to evaluate two possible portfolios consisting of the same f proportions. She
his Question: 5 pts 8 of 9 (6 complete) Jeanne Lewis is attempting to evaluate two possible portfolios consisting of the same f proportions. She is particularly interested in using beta to compare the risk of the portfo 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 port a. The beta of portfolio A is (Round to three decimal places.) The beta of portfolio B is (Round to three decimal places.) b. Portfolio is slightly less risky than the market (average risk), while portfolio Portfolio 's return will move more than bortfolio 's for a given increase or dec drop-down menus.) Portfolio is the more risky portfolio. (Select from the drop-down menu.) Enter your answer in each of the answer boxes. 8 of 9 (6 complete) This Qui evaluate two possible portfolios consisting of the same five assets but held in y interested in using beta to compare the risk of the portfolios and, in this regar - ata Table on the icon located on the top-right corner of the data table in order to copy ntents into a spreadsheet.) Asset 1 2 3 4 5 Asset Beta 1.34 0.68 1.27 1.14 0.88 Portfolio Weights Portfolio A Portfolio B 14% 25% 35% 5% 10% 16% 13% 19% 28% 35% Total 100% 100% Print Done of the answer boxes
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