Creating a portfolio equally risky as the market


Question:

I want to create a portfolio equally risky as the market, and I have $1,000,000 to invest. So Given the info below, I need to fill the table below;

Asset Investment Beta
Stock A $200,000 .80
Stock B $250,000 1.30
Stock C 1.50
Risk-free asset

I know that the Investment for stock C = $343,333 and the Risk Free asset is $206,667.

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Finance Basics: Creating a portfolio equally risky as the market
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