A portfolio has an expected return of $11\mathrm{.}57\%.$ The portfolio consists of stock A with an expected return of

$8\mathrm{.}6\%$ and stock B with a beta of $1\mathrm{.}28.$ The risk$-$free rate of return is $3\%$ and the market risk premium is

$8\%.$ What is the portfolio weight of Stock A$?$

a$.$

$32\%$

b$.$

$36\%$

c$.$

$37\%$

d$.$

$31\%$

e$.$

$34\%$

Quest