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Jason Jackson is attempting to evaluate two possible portfolios consisting of the same five assets but held in different proportions. He is particularly interested in

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Jason Jackson is attempting to evaluate two possible portfolios consisting of the same five assets but held in different proportions. He 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.) The beta of portfolio B is (Round to three decimal places.) b. Portfolio is slightly less risky than the market (average risk), while portfolio Vis more risky than the market. Portfolio 's return will move more than portfolio V's for a given increase or decrease in market risk. (Select from the drop-down menus.) Portfolio V is the more risky portfolio. (Select from the drop-down menu.) Data table (Click on the icon here in order to copy its contents of the data table below into a spreadsheet.) Asset 2 Asset Beta 1.31 0.65 1.27 1.07 0.95 Portfolio Weights Portfolio A Portfolio B 18% 33% 27% 9% 9% 25% 7% 19% 39% 14% 100% 100% 3 4 5 Total Next

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