12. You want a portfolio beta of 1.1. Currently, your portfolio consists of $1,000 invested in Stock A with a beta of 1.4 and $3,000 in Stock B with a beta of 6. You have another $4,000 to invest and want to divide it between Stock C with a beta of 1.6 and a risk-free asset. How much should you invest in the risk-free asset to obtain your desired beta?
(A)$700
(B)$1,000
(C)$1.250
(D)$500
(E) $300
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