Question: Hi need help on this question! thanks for your time(will give review)! An investor has a portfolio comprised of stock A, which has a beta

Hi need help on this question! thanks for your time(will give review)!

An investor has a portfolio comprised of stock A, which has a beta of 1.49 and an expected return of 10%, and Treasury bills, which have an expected return of 1.78%. The portfolio has an expected return of 8.67%. What is the portfolio weight of stock A? Select one: a. 86.70% b. 83.82% o c . Insufficient information. Need the return on market to solve this question. d. 12.05% e. 14.70%

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