Portfolio Als a well-diversified portfolio that is equally weighted among 7100 different and diverse stocks Portfolio A has an average amount of systematic risk, so it has the same amount of systematic risk as the market portfolio Portfolio 3 consists of stocks that operate in the athletic apparel industry: 900 shares of XYZ stock, which has 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 $8.00 per share and a bete of 1.6. All stocks have some unsystematic risk and will stocks have the same level of unsystematic risk. Which one of the following assertions is most likely to be true? Portfolio A either has the same amount of systematic risk as portfolio Bor portfoto Ahas 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 b. Portfolio Bhas more systematic risk than portfolio A, and portfolio A has more urystematic rikthan portfolio c Portfolio has more systematic risk than portfolio A and portfolio il has more un tematic risk thon portfolio A Portfolio A has more wystematic risk than portfolio II, and portfolio Ahas more untystematic risk than portfolio B Portfolio A has more systematic risk than portfolio 8 and portfolio has more unsystematic than portfolio A