You want your portfolio beta to be. 95. Currently, your portfolio consists of $4,000 invested in stock a with a beta of 1. 26 and $7,000 in stock b with a beta of. 94. You have another $8,000 to invest and want to divide it between an asset with a beta of 1. 74 and a risk-free asset. How much should you invest in the risk-free asset?.
