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The investor has R50,000 to invest A, B and C. R12,000 will be invested into asset A. The beta for asset A and asset B

The investor has R50,000 to invest A, B and C. R12,000 will be invested into asset A. The beta for asset A and asset B is 0.90 and 1.2 respectively. Asset C represents the risk-free asset. If the investor envisages a portfolio equally as risky as the market, how much should be invested into asset B?

A. 32677

B. 32676

C. 32667

D. 32678

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