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An investor invests in a portfolio, which consists of 60% in U.S. stocks and 40% in U.S. bonds. The investor puts up 50% of the

An investor invests in a portfolio, which consists of 60% in U.S. stocks and 40% in U.S. bonds. The investor puts up 50% of the total amount and borrows the balance from the broker at the risk-free rate. Weights of risk-free assets, U.S. stocks and U.S. bonds in his portfolio are closest to:

a. There is not sufficient information to identify those weights.

b. 50%, 30% and 20%

c. 50%, 20% and 30%

d. -100%, 80% and 120%

e. -100%, 120% and 80%

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