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Question 4 (2 points) You have $100,000 to invest in Stock X, Stock Y, and Stock Z. You must invest all of your money. Your

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Question 4 (2 points) You have $100,000 to invest in Stock X, Stock Y, and Stock Z. You must invest all of your money. Your goal is to create a portfolio that is as risky as the overall market. If X has an expected return of 16% and a beta of 1.2. Y has an expected return of 12% and a beta of 1.1, and Z has an expected return of 8% and a beta of 0.7. If you invest $40,000 in Stock X, how much will you invest in Stock Z? A) 35,000 B) 37.500 OC) 25,000 OD) 40,000 OE) 30,000

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