an 4% BA 1.0 In the Treynor & Black's single index model, the regression equation is given by [R = a + BAR +en]. If E(R) 8%, how much (of our investment principal) should we invest in this Passive Market Index Portfolio in order to build the optimal portfolio? (1) 5%: (2) 10%; (3) 15%; (4) 20%; (5) 25%; (6) 30%; (7) 35%: (8) 40%: (9) 45 %; (10) 50%; (11) 55%; (12) 60%; (13) 65% ; (14) 70%; (15) 75%; (16) 80%; (17) 85%; (18) 90%; (19) 95%; [portfolio weight: positive(long) or negative(short)] "M 8.59% a(e) 15.68% K an 4% BA 1.0 In the Treynor & Black's single index model, the regression equation is given by [R = a + BAR +en]. If E(R) 8%, how much (of our investment principal) should we invest in this Passive Market Index Portfolio in order to build the optimal portfolio? (1) 5%: (2) 10%; (3) 15%; (4) 20%; (5) 25%; (6) 30%; (7) 35%: (8) 40%: (9) 45 %; (10) 50%; (11) 55%; (12) 60%; (13) 65% ; (14) 70%; (15) 75%; (16) 80%; (17) 85%; (18) 90%; (19) 95%; [portfolio weight: positive(long) or negative(short)] "M 8.59% a(e) 15.68% K