You have been entrusted with $500,000 to invest. The following information relating to three stocks have been given to you: Stock Beta LFT Standard Deviation 28% 20% 33% 1.57 0.69 1.24 BRZ AMZ The average returns of long-term corporate bonds and long-term government bonds are 5% and 3%, respectively. The market risk premium is 6% and the country risk premium is 2%. (a) Construct a portfolio that has a beta equal to the market and at least $50,000 must be invested in each stock (b) Examine whether LFT or AMZ is riskier