5

Suppose You have decided to invest 40% of your wealth in Company A which has an expected return of 15% and a standard deviation of 15%, and 60% of your wealth in Company B which has an expected return of 9% and a standard deviation of 14%. If you wanted an expected return of 13%, what percentage should you invest in Company A? Select one: a. 50% b. 67% C. 13% d. 30%