Problem 11-27 Analyzing a Portfolio [LO 2] You want to create a portfolio equally as...

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Finance

Problem 11-27 Analyzing a Portfolio [LO 2]

You want to create a portfolio equally as risky as the market, and you have $500,000 to invest. Information about the possible investments is given below:

Asset Investment Beta
Stock A $ 132,000 .77
Stock B 148,000 1.22
Stock C 1.37
Risk-free asset

How much will you invest in Stock C? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) Investment in Stock C $ How much will you invest in the risk-free asset? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) Investment in risk-free asset $

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