Currently, you own a portfolio comprised of the following three securities:
Stock D value $13,640, beta 1.13
Stock E value $15,980, beta 1.48
Stock F value $23,260, beta .86
How much of the riskiest security should you sell and replace with risk-free securities if you want your portfolio beta to equal 90 percent of the market beta?
Select one:
a. $7,023.15
b. $7,811.29
c. $8,666.67
d. $7,753.51
e. $8,318.50