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You want to create a portfolio equally as risky as the market, and you have $1,500,000 to invest. Consider the following information: Asset Investment Beta

You want to create a portfolio equally as risky as the market, and you have $1,500,000 to invest. Consider the following information:

Asset Investment Beta
Stock A $300,000 0.90
Stock B $375,000 1.10
Stock C 1.50
Risk-free asset

Required:
(a) What is the investment in Stock C? (Do not round your intermediate calculations.)
(Click to select) $523,200 $566,800 $358,333 $517,750 $545,000

(b) What is the investment in risk-free asset? (Do not round your intermediate calculations.)
(Click to select) $268,800 $266,000 $466,667 $291,200 $280,000

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