Portfolio A is a well-diversified portfolio that is equally welghted among 7.700 merent and diverse locks Portfolo A has an average amount of systematic soha the same amount of systematic risk as the market portfolio Portfolio il consists of stocks that operate in the athletic apparel industry 900 shares of XYZ stock, which as a price of $14.00 per share and a beta of 0.73, and 450 shares of X Factor Gear stock which has a price of $800 per share and about of 103 All stocks have some unsystematisk and all socks have the same level of mystematic th Whikch one of the following section is most likely to be true O a Portfolio A either has the same amount of systematic risk as portfolio Bor portfolio A has the same amount of unsystematic risk as portfolio B, or portfolio A has the same amount of systematic risk and unsystematic risk as portfolio B O b. Portfolio B has more systematic risk than portfolio A and portfolio A has more unsystematic risk than portfolio c. Portfolio B has more systematic risk than portfolio A and portfolio B has more unsystematic risk than portfolio A Od. Portfolio A has more systematic risk than portfolio and portfolio A has more unsystematic risk than portfolio e Portfolio A has more systematic risk than portfolio B. and portfolio B has more unsystematic risk than portfolio A Portfolio A is a well-diversified portfolio that is equally welghted among 7.700 merent and diverse locks Portfolo A has an average amount of systematic soha the same amount of systematic risk as the market portfolio Portfolio il consists of stocks that operate in the athletic apparel industry 900 shares of XYZ stock, which as a price of $14.00 per share and a beta of 0.73, and 450 shares of X Factor Gear stock which has a price of $800 per share and about of 103 All stocks have some unsystematisk and all socks have the same level of mystematic th Whikch one of the following section is most likely to be true O a Portfolio A either has the same amount of systematic risk as portfolio Bor portfolio A has the same amount of unsystematic risk as portfolio B, or portfolio A has the same amount of systematic risk and unsystematic risk as portfolio B O b. Portfolio B has more systematic risk than portfolio A and portfolio A has more unsystematic risk than portfolio c. Portfolio B has more systematic risk than portfolio A and portfolio B has more unsystematic risk than portfolio A Od. Portfolio A has more systematic risk than portfolio and portfolio A has more unsystematic risk than portfolio e Portfolio A has more systematic risk than portfolio B. and portfolio B has more unsystematic risk than portfolio A