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Consider the information given in the table below: Stock Expected Return Beta A 12% 1.2 B 16% 2.0 C 20% If you created a portfolio

Consider the information given in the table below:

Stock Expected Return Beta
A 12% 1.2
B 16% 2.0
C 20%

If you created a portfolio using risky asset A and B only so that its expected return matched that of risky asset C, what would be weight of asset A in the portfolio? Express the answer in percentages (if the weight were 5.25%, enter 5.25 and NOT 5.25% or 0.0525; use signs if necessary).

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