You are going to invest $20,000 in a portfolio consisting of assets X, Y, and Z, as follows: Asset Annual Return Probability Beta Proportion X 10% 0.50 1.2 1/3 Y 8% 0.25 1.6 1/3 Z 16% 0.25 2.0 1/3 The beta of the portfolio in the table above indicates this portfolio _______________________ a. has the same risk as the market. b. has less risk than the market. c. has more risk than the market. d. has an undetermined amount of risk compared to the market.