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A portfolio is comprised of $35$ securities with varying betas. The lowest beta for an individual security is $74$ and the highest of the security betas of $151.$ Given this information, you know that the portfolio beta:

Multiple Choice

will be greater than or equal to $74$ but less then or equal to $1\mathrm{.}51.$

will be between $0$ and $1\mathrm{.}0.$

must be less than the market beta.

is the geometric average of the individual security betas.

must be $1\mathrm{.}0$ because of the large number of securities in the portiolio.