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A portfolio's beta is... Group of answer choices the weighted average of the individual stocks' betas, where the weights are determined by the market capitalizations of each stock. is close to zero if the portfolio is large. the same as the highest beta of all the stocks in the portfolio. the square root of the weighted average of the squares of the individual stocks' betas.

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Answer:

a. the weighted average of the individual stocks beta, where the weights are determined by the market capitalization of each stock.

Explanation:

A portfolio betas is the weighted average of the individual stocks beta, where the weights are determined by the market capitalization of each stock.  A portfolio betas is also known as weighted betas. Beta of the portfolio represent both the betas of the individual assets in the portfolio and their respective market value weights.

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