Question: Both assets B and C plot on the SML Asset B has a beta of 1.1 and an expected return of 12.1%. Asset Chas a

Both assets B and C plot on the SML Asset B has a beta of 1.1 and an expected return of 12.1%. Asset Chas a beta of .80 and an expected return of 7.50%. The risk-free rate is 4% and the expected return on the market portfolio is 119. If you wish to hold a portfolio consisting of assets B and C and have a portfolio beta equal to 1.0, what proportion of the portfolio must be in asset B? O 0.50 0.75 0.625 0.333

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