Computation of betas for portfolios

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Reference no: EM1310305

Computation of betas for portfolios.

Calculate the betas for Portfolios A and B, and compare the risks of these portfolios to the markets as well as to each other's. Which portfolio is more risky?

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

Reference no: EM1310305

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