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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.
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:
a Calculate the betas for portfolios A and
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 is Round to four decimal places.
Data table
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