Pria has half of her available funds invested in Stock X. Its expected return based on the CAPM is 11%. Assuming a risk-free rate of 3% and market risk premium (expected market return minus risk-free rate) of 15%, if Pria wants to achieve a portfolio with return equal to the market, she needs to invest the remaining half of her funds in a stock with a beta equal to 1.27 0.53 1.47 0.47