You want to invest $47 comma 00047,000 in a portfolio with a beta of no more than 1.441.44 and an expected return of 12.312.3%. Bay Corporation has a beta of 1.081.08 and an expected return of 10.510.5%, and City Limited has a beta of 1.791.79 and an expected return of 14.1114.11%. The risk-free rate is 55%. Is it possible to create this portfolio by investing in Bay Corporation and City Limited? If so, how much will you invest in each? Is it possible to create this portfolio by investing in Bay Corporation and City Limited?
- No
- Yes
- Can't determine