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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 Stock A
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 Stock A Stock B Stock C Risk-free asset Investment $525,000 $450,000 Beta 0.70 1.20 1.45 Required: (a) What is the investment in Stock C? (Do not round your intermediate calculations.) (Click to select) (b) What is the investment in risk-free asset? (Do not round your intermediate calculations.) (Click to select)
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