Question: 16 1 point Use stock data from tidyquant package to answer this question. Create 5 new portfolios with the following weights Portfolio 1 2 3

16 1 point Use stock data from tidyquant package to answer this question. Create 5 new portfolios with the following weights Portfolio 1 2 3 4 5 AMZN 0.25 0.4 0.1 0.2 0.5 VMW 0.25 0.2 0.5 0.1 0.1 MSFT 0.25 0.3 0.2 0.4 0.3 AMD 0.25 0.1 0.2 0.3 0.1 The baseline stock for this portfolio is S&P 500 (^GSPC). Use stock data from January 1, 2010 till January 1, 2021. Use monthly returns. Which portfolio has the highest beta? Portfolio 3 DO Portfolio 1 Portfolio 4 O Portfolio 5

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