You are an investment manager who is running an aggressive UK equity portfolio worth 12m. The portfolio has a beta of 1.4. You are concerned that the market risk of this position is too large and would prefer it if the beta of your portfolio was closer to 1.25. You can also invest in a FTSE-100 tracker portfolio which has a beta of exactly 1.0. Explain how you might redistribute the 12m between the aggressive UK portfolio and the FTSE-100 tracker so as to reduce risk to your desired level