Portfolio betas Personal Finance Problem Rose Berry is attempting to evaluate two possible portfolios, which...

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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 using beta to compare the risks of the portfolios, so she has gathered the data shown the following table: proportions. She is particularly interested 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? four decimal places.) a. The beta for portfolio A is (Round Data Table (Click on the icon located on the top-right corner of the data table below in order to copy its contents into a spreadsheet.) Portfolio weights Asset Asset beta Portfolio B Portfolio A 1.17 20% 25% 1 2 0.71 35% 5% 3 1.87 15% 40% 15% 4 1.56 15% 0.56 15% 15% 5 100% 100% Totals Print Done Enter your answer in the answer box and then click Check Ans

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