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 8% and a beta of 0.7, and Z has an expected return of 12% and a beta of 1.1. if you invest $40,000 in stock X, How much will you invest in stock Z?

a) 25000

b) 30000

c) 35000

d) 40000

e) 37500