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:
|Asset||Asset Beta||Port A||Port 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?
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