Text:

How does the level of systematic risk in this portfolio compare with the markets systematic risk?

(Information in photo)

A.

It has 16% more systematic risk

B

It has 14.9% less systematic risk

c

It has the same level of systematic risk as does the market

D

It has 14.9% more systematic risk

E

It has 16% less systematic risk

20. How does the level of systematic risk in this portfolio compare with the market's systematic risk'? Amount Invested $1,000 2,000 3,000 4,000 Expected Return Security Stock A Stock B Stock C Stock D 8% 12 15 18 Beta .80 95 1.10 1.40 a. b. c. d. e. It has 16% more systematic risk It has 14.9% less systematic risk It has the same level of systematic risk as does the market It has 14.9% more systematic risk It has 16% less systematic risk