You own three stocks which have betas of $1\mathrm{.}16,1\mathrm{.}34,$ and $1\mathrm{.}02.$ You would like to add a fourth security such that your portfolio beta will match that of the market. Given this situation, the new security:

Multiple Choice

could be a U$.$S$.$ Treasury bill.

must have a beta of $1\mathrm{.}0.$

must have a beta of zero.

could have any beta greater than $1\mathrm{.}0.$

must have a portfolio weight of $50\%$ or more.