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: LOADING...

.

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

nothing

. ?(Round to three decimal?places.)

The beta of portfolio B is

nothing

. ?(Round to three decimal?places.)

b. Portfolio ?

B

A

is slightly less risky than the market?(average risk), while portfolio ?

B

A

is more risky than the market. Portfolio ?

B

A

?'s return will move more than portfolio ?

B

A

?'s for a given increase or decrease in market risk.???(Select from the?drop-down menus.)

Portfolio ?

B

A

is the more risky portfolio.???(Select from the?drop-down menu.)