+ You have found a well-diversified portfolio X with a positive alpha(Oy) such that E(Ry) = dy + BxE(Rm) where dx = +2% and Bx =1.25. If you want to capture a riskless profit by structuring a zero-beta portfolio, how much (of your investment principal) do you have to invest in the market index portfolio M? (1)-0.67; (2)-1.5; (3) -1.67; (4) -2.5; (5) -4.0; (6) -5.0; (7) -6.0; (8) +6.0; (9) +5.0; (10) +4.0; (11) +2.67; (12) +2.5; (13) +1.67; [portfolio weight: positive(long) or negative(short), 1.0 = 100%, riskless = zero-beta] = + You have found a well-diversified portfolio X with a positive alpha(Oy) such that E(Ry) = dy + BxE(Rm) where dx = +2% and Bx =1.25. If you want to capture a riskless profit by structuring a zero-beta portfolio, how much (of your investment principal) do you have to invest in the market index portfolio M? (1)-0.67; (2)-1.5; (3) -1.67; (4) -2.5; (5) -4.0; (6) -5.0; (7) -6.0; (8) +6.0; (9) +5.0; (10) +4.0; (11) +2.67; (12) +2.5; (13) +1.67; [portfolio weight: positive(long) or negative(short), 1.0 = 100%, riskless = zero-beta] =