$2.$ As a fund manager, you want to construct a portfolio that is equally risky as the market portfolio. You have $$1$ million to invest. The portfolio will consist of stock A$,$ B$,$ C and T bills. Stock A has a beta of $0\mathrm{.}80$ with a $$185,000$ in the portfolio. Stock B has a beta of $1\mathrm{.}13$ with $$320,000$ in the portfolio. Stock C has a beta of $1\mathrm{.}29.$ Given the information above, how much money you should allocate in Stock C and T$-$bills, respectively? Show your calculations. $(10$ points$)$