a Firm F has a beta of assets beta_0 of 0.5. The market portfolio has an expected return of 11% and the risk-free rate is 3%. The firm contemplates investing a project generating an after tax cash-flow of $1000 in one year. The project has the same risk as the existing assets of the firm. To invest in the project, firm F must pay an upfront cost of C immediately. What is the maximum value for C for firm F to invest in the project? 922.4 934.6 941.2 900.9