Portfolio betas Personal Finance Problem Rose Berry is attempting to evaluate two possible portfolios, which consist of the same five assets held in different proportions. She is particularly interested in using beta to compare the risks of the portfolios, so she has gathered the data shown in the following table: B a. Calculate the betas for portfolios A and B. b. Compare the risks of these portfolios to the market as well as to each other. Which portfolio is more risky? a. The bela for portfolio Ais : (Round to four decinal places.) The beta for portfolio Bis (Round to four decimal places.) b. Which portfolio is more risky? (Select the best answer below.) Data Table O A. They are the same. O B. Portfolio B OC. Portfolio A Asset (Click on the icon located on the top-right comer of the data table below in order to copy its contents into a spreadsheet.) Portfolio weights Asset beta Portfolio A Portfolio B 1 1.81 20% 20% 2 0.72 40% 15% 3 1.24 10% 25% 4 1.51 15% 15% 5 0.42 15% 25% Totals 100% 100% Print Done Click to select your answers)