Quick M/C Question on portfolio beta

You own two risky assets, both of which plot 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 the market portfolio, what proportion of your funds are invested in asset A?
A) 0.67
B) 0.50
C) 0.33
D) 1.33
E) 1.67


I know the answer is 0.67.
I found how to get 0.67 a little while ago, but now I forgot how to get it.
I've been trying this:

portfolio beta = market portfolio

and solving for how much the weights of the assets are.
But so far I'm getting no where and have spent alot of time.

thanks for the help

Simple Weighted Average

A(0.8) + (1-A)(1.4) = 1.0

Solve for A.

aha! thank you tkhunny