Assume you want to construct a portfolio with a 14 percent return from the following two securities: $\begin{array}{lll}
\text { Security } & \text { ExpectedRetum } & \text { Beta } \
1 & 16 \% & 1.12 \
2 & 12.5 \% & 0.94
\end{array}$ What percentage of your portfolio should be invested in Security 1?
A) 57%
B) 47%
C) 43%
D) 53%

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The Answer of Assume you want to construct a portfolio with a 14 percent return from the following two securities: $\begin{array}{lll}
\text { Security } & \text { ExpectedRetum } & \text { Beta } \
1 & 16 \% & 1.12 \
2 & 12.5 \% & 0.94
\end{array}$ What percentage of your portfolio should be invested in Security 1?
A) 57%
B) 47%
C) 43%
D) 53%

Assume You Want to Construct a Portfolio with a 14 Security ExpectedRetum Beta 116%1.12212.5%0.94\begin{array}{lll}\text { Security } & \text { ExpectedRetum } & \text { Beta } \\1 & 16 \% & 1.12 \\2 & 12.5 \% & 0.94\end{array} Security 12​ ExpectedRetum 16%12.5%​ Beta 1.120.94​

Assume You Want to Construct a Portfolio with a 14 $\begin{array}{lll}\text { Security } & \text { ExpectedRetum } & \text { Beta } \\1 & 16 \% & 1.12 \\2 & 12.5 \% & 0.94\end{array}$