Half of Curt's retirement portfolio is invested in Stock P. Its expected return based on the CAPM is 18%. Assuming a risk-free rate of 5% and market risk premium (expected market return minus risk-free rate) of 16%, if Curt wants to achieve a portfolio with return equal to the market, he needs to invest the remaining half of his funds in a stock with a beta equal to O 1.19 0.88 0.81 0.19