8. A stock has an expected return of 10 percent, its beta is .9 and the risk-free rate is 6 percent. What must the expected return on the market be?

You want to create a portfolio equally as risky as the market (i.e, a portfolio with beta equal to 1), and you have $1,000,000 to invest. Given this information, fill in the rest of the following table:

Asset	Investment	Beta
Stock A	$200,000	.70
Stock B	$250,000	1.10
Stock C		1.60
Risk-free asset