Let investment in C=$x
Hence investment in risk free asset=500,000-(142,000+138,000+x)=$(220,000-x)
Portfolio beta=respective beta*Respective investment weight
1=(142,000/500,000*0.87)+(138,000/500,000*1.32)+(x/500,000*1.47)+(220,000-x)/500,000*0[Beta of market=1;Beta of risk-free assets=0]
1=0.6114+(x/500,000*1.47)
x=(1-0.6114)*500,000/1.47
=$132176.87(Approx).=investment in C
Investment in risk free asset=(220,000-x)
=$87823.13(Approx).
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