6. You have a $15,000 portfolio which is invested in Stocks A and B, and a risk-free asset. $6,000 is
invested in Stock A. Stock A has a beta of 1.63 and Stock B has a beta of .95. How much needs to be
invested in Stock B if you want a portfolio beta of 1.10?
(A) $8,998.90
(B) $8.333.33
(C) $7,706.20
(D)$7,073.68
(E) $9,419.27
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