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You want to create a portfolio equally as risky as the market, and you have $5M to invest. Given the information below, what is your

You want to create a portfolio equally as risky as the market, and you have $5M to invest. Given the information below, what is your investment in the risk free asset. Asset Investment Beta Stock A $1M 0.7 Stock B $2M 1.25 Stock C 1.5 Risk-free Asset 0

$0.8M $1.1M $0.9M $0.7M None of the above

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