Question: Please answer the question with a detailed steps and formulas so I can understand it more. ( The Question Is Completed) You would like to

Please answer the question with a detailed steps and formulas so I can understand it more. ( The Question Is Completed)

You would like to combine a highly risky stock with a beta of 2.6 with U.S. Treasury bills in such a way that the risk level of the portfolio is equivalent to the risk level of the overall market. What percentage of the portfolio should be invested in Treasury bills? (6 marks)

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