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You own two risky assets, both of which plot on the security market line. Asset A has an expected return of 12% and a beta

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You own two risky assets, both of which plot on the security market line. Asset A has an expected return of 12% and a beta of 0.8. Asset B has an expected return of 18% and a beta of 1.4. If your portfolio beta is the same as the market portfolio, what proportion of your funds are invested in asset A? Multiple Choice 0 0.33 O 1.67 O 0.67 O 1.33 0.50

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