Table 8.2 You Are Going to Invest $20,000 in a Portfolio Consisting

question 38

Multiple Choice

Table 8.2
You are going to invest $20,000 in a portfolio consisting of assets X, Y, and Z, as follows:
-The beta of the portfolio in Table 8.2 indicates this portfolio

• A) has more risk than the market.
• B) has less risk than the market.
• C) has an undetermined amount of risk compared to the market.
• D) has the same risk as the market.