A Portfolio Beta Can Be Defined as The

Multiple Choice

A portfolio beta can be defined as the:

A) Weighted average of the betas of the individual securities within the portfolio.
B) Total of the betas of the individual securities within the portfolio.
C) Amount of unsystematic risk remaining after the portfolio is diversified.
D) Measure of the unsystematic risk of the portfolio relative to the level of market risk.
E) Measure of the total risk of the portfolio in excess of the level of market risk.