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Pick the best answer to the following portfolio? Stock Amount Invested Beta A $6,700 0.88 B 3,000 1.23 C 8,500 0.79 a The portfolio has

Pick the best answer to the following portfolio?

Stock

Amount Invested

Beta

A

$6,700

0.88

B

3,000

1.23

C

8,500

0.79

a

The portfolio has more total risk than the market.

b

The portfolio has less total risk than the market.

c

The portfolio has same systematic risk as the market.

d

The portfolio has less systematic risk than the market.

e

The portfolio has more systematic risk than the market.

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