In: Finance
You want to create a portfolio equally as risky as the market, and you have $1,100,000 to invest. Consider the following information: Asset Investment Beta Stock A $385,000 0.80 Stock B $330,000 1.35 Stock C 1.55 Risk-free asset Required: (a) What is the investment in Stock C? (Do not round your intermediate calculations.) (b) What is the investment in risk-free asset? (Do not round your intermediate calculations.)