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

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 unrelated amount of risk compared to the market
D) has the same risk as the market