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You want to create a portfolio equally as risky as the market, and you have $900,000 to invest. Consider the following information: Asset Investment Beta
You want to create a portfolio equally as risky as the market, and you have $900,000 to invest. Consider the following information: Asset Investment Beta Stock A $ 180,000 0.75 Stock B $ 180,000 1.10 Stock C 1.55 Risk-free asset What is the investment in Stock C? Investment What is the investment in risk-free asset? Investment
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