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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 | $525,000 | 0.70 |
| Stock B | $450,000 | 1.35 |
| Stock C | 1.55 | |
| Risk-free asset | ||
| (a) | What is the investment in Stock C? (Do not round your intermediate calculations.) |
| (Click to select) $218,523 $325,162 $338,710 $321,775 $352,258 |
| (b) | What is the investment in risk-free asset? (Do not round your intermediate calculations.) |
| (Click to select) $306,477 $178,838 $176,976 $193,742 $186,290 |
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