(Portfolio beta and CAPM) You are putting together a portfolio made up of four diferent socks. However, you are considering two posible weighting a. What is the beta on each portfolio? b. Which portfolio is riskier? # the risk free rate of interest were 4.5 percent and the market rok premium were 7 percent, what run of rotum would you expect to eam from each of the portfolio? a The beta on the first portfolio is (Round to three decimal place) 11 utting together a portfolio made up of four different stocks. However, you are considering two possible weightings: 2.5 percent Data Table folios? (Round to Asset A B D Beta 2.30 0.80 0.55 -1.40 Portfolio Weightings First Portfolio Second Portfolio 20% 30% 20% 30% 30% 20% 30% 20% Print Done and then click Check