Question 6 (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? OA) 25,000 B) 40,000 OC) 35,000 OD) 37,500 E) 30,000