Portfolio A is a well-diversified portfolio that is equally weighted among 5,000 different and diverse stocks. Portfolio A has an average amount of systematic risk, so it has exactly the same amount of systematic risk as the market portfolio Portfolio B consists of 2 stocks that operate in the restaurant industry: 500 shares of Gourmet Restaurant in stock, which has a price of $26 per share and a beta of 0.6; and 1,000 shares of Suppertime Restaurant Inc. stock, which has a price of $22 per share and a beta of 1.4. All stocks have some unsystematic risk and all stocks have the same level of unsystematic risk. Which one of the following assertions is most likely to be true? a. Portfolio A has less systematic risk than portfolio B, and portfolio A and less unsystematic risk than portfolio B
b. Portfolio A has less systematic risk than portfolio B, and portfolio A and more unsystematic risk than portfolio B
c. Portfolio A has more systematic risk than portfolio B, and portfolio A and less unsystematic risk than portfolio B
d. Portfolio A has more systematic risk than portfolio B, and portfolio A and more unsystematic risk than portfolio B