Question: Compute the betas for Portfolios A & B, & compare the risks of these portfolios to the markets as well as to each others. Find the risky portfolio?
|
Assets
|
Beta
|
Portfolio A
|
Portfolio B
|
|
A
|
1.30
|
40
|
10
|
|
B
|
.90
|
10
|
20
|
|
C
|
1.60
|
20
|
10
|
|
D
|
.50
|
10
|
40
|
|
E
|
.80
|
20
|
20
|