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 risks of the portfolios, so she has gathered the data shown in the following table 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 beta for portfolio Ais (Round to four decimal places.) Data Tables The beta for portfolio Bis (Round to four decimal places.) b. Which portfolio is more risky? (Select the best answer below.) in order to copy the contents of the data table below (Click on the icon here into a spreadsheet.) O A. Portfolio A O B. Portfolio B OC. They are the same Asset Asset beta 1.16 0.78 1.72 1.54 0.99 Portfolio weights Portfolio A Portfolio B 20% 30% 30% 15% 15% 20% 5% 15% 30% 20% 100% 100% Totals Print Done