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