If the portfolio beta is greater than one then the portfolio has more risk than the overall market.

Name: If the portfolio beta is greater than one then the portfolio has more risk than the overall market.
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Quizplus · Accepted Answer

A portfolio with a beta greater than one is considered to be more volatile than the overall market, indicating it has more risk. Beta measures the sensitivity of a portfolio's returns to the returns of the market; a beta above one suggests the portfolio's returns will amplify market movements.

If the Portfolio Beta Is Greater Than One Then the Portfolio