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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

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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 Ais (Round to three decimal places.) The beta of portfolio B is (Round to three decimal places.) b. Portfolio V 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 is the more risky portfolio. (Select from the drop-down menu.) - X 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 1 1.32 13% 34% 2 0.72 5% 3 1.28 13% 19% 4 1.07 9% 25% 5 0.91 35% 17% Total 100% 100% 30% Print Done

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