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You want to create a portfolio equally as risky as the market, and you have $1,100,000 to invest. Consider the following information: Asset Stock A

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You want to create a portfolio equally as risky as the market, and you have $1,100,000 to invest. Consider the following information: Asset Stock A Stock B Stock C Risk-free asset What is the investment in Stock C? Investment Investment $ 275,000 $ 330,000 Investment $313,500 $192,500 $326,040 $300,960 $297,825 What is the investment in risk-free asset? Beta 0.85 1.20 1.50 $181,500 $302,500 $188,760 $174,240 $172,425

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