Question: solve Both assets B and C plot on the SML A et B has a b ta of 1 5 and an exp ted returol

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Both assets B and C plot on the SML A et B has a b ta of 1 5 and an exp ted returol 131%. Asset C has a beta of 0 60 and an expe dret nor 750% The risk free rate is 4% and the expected return on the market portfolio es 1 1% If you w sh to hold a portfolio consist ng of assets B and C and have a porti h) beta equal to 1 1,what proportion of the portfolio must be in asset C? OA. 075 O B. 0444 . 0.375 O D. 0.625 rt A Nanc It is t Click to select your answer Highid jacascnpt doExercied

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