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27 You want to create a portfolio equally as risky as the market, and you have $1,000,000 to invest. Given the information below, what amount

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27 You want to create a portfolio equally as risky as the market, and you have $1,000,000 to invest. Given the information below, what amount of the portfolio should you invest in XYZ Ltd. Asset Investment Beta ABC Ltd 125,000 0.56 LMN Ltd 226.000 1.18 XYZ Ltd ? 1.13 Risk Free asset

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