You own two risky assets, both of which are correctly priced and thus sit on the security market line. Asset A has an expected return of 12% and a beta of 0.8. Asset B has an expected return of 18% and a beta of 1.4. If your portfolio beta is the same as that of the market portfolio, what proportion of your funds are invested in asset A?
A. 1.67%
Β. 1.33%
C. 67%
D. 50%
E. 33%