Question: Please help with this question You can invest in two assets Q and P. Q has a beta of 2.5 and P is a risk

Please help with this question

You can invest in two assets Q and P. Q has a beta of 2.5 and P is a risk free security. What should be the portfolio weight of Q and P if you want your portfolio to have the same systematic risk as the overall market portfolio? OA WQ = 0.4, Wp = 0.6 OB. WO = 0.6, Wp = 0.4 OC. Cannot create such a portfolio. OD. WQ = 0.5, Wp = 0.5

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