Question 1 (10 marks) (Show all working clearly. Round off answers to 2d.p.) You have $375,000 to invest in a share portfolio. Your choices are as follows: . Invest in FTV with an expected return of 14.25%. Invest in FHL with an expected return of 8.7%. FTV has a beta of 1.58. FHL has a beta of 0.75. Your goal is to create a portfolio with the same risk as the market. . . Required: a. Calculate the weights of each asset in your portfolio. (4m) b. Based on your answer from (a) above, calculate the expected return of your portfolio. (3m) c. Based on your answer from (a & b) above, calculate the dollar amounts that you will invest in FTV and FHL respectively according to your portfolio. (3m)