Question: Consider the example with the following four securities Security Weight Beta DCLK .133 4.03 KO .2 0.84 INTC .267 1.05 KEI .4 0.59 What is

Consider the example with the following four securities

Security Weight Beta

DCLK .133 4.03

KO .2 0.84

INTC .267 1.05

KEI .4 0.59

What is the portfolio beta?

Which security has the highest systematic risk?

Which security has the lowest systematic risk?

Is the systematic risk of the portfolio more or less than the market?

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