Jasco Jackson is attempting to evaluate 2 possible portfolios consisting of the same 5 assets but held in difforent proporions. He is particularly interested in using beta to compare the risk of he porffolios and, in this regard, has gathered the following data: a. Calculate the betas for portfolios A and B; b. If the risk-free rate is 2.8% and the market retum is 9.2%, calculale the required retuen for each portlolio using the CAPM. c. Then assume you believe that each of the five assets wil eam the relum (rj) shown in this table: . Based on these figures and the weights, what returns do you believe that Portholios A and B will earn? Which pottfolio you would invest in and why? a. The beta of portolio A is (Round to three decimal places.) (Click on the icen here 0 in order to copy the contents of the data table below into Data table (Cick on the icea here 5 . in order to copy the contens of the data table below into a spreadsheet)