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An investor is using the Treynor-Black model of active portfolio construction. If her optimal allocation to risky assets y is 0.8, her active portfolio reward-to-risk

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An investor is using the Treynor-Black model of active portfolio construction. If her optimal allocation to risky assets y is 0.8, her active portfolio reward-to-risk ratio is 0.5 and the market reward-to-risk ratio is 2.0, what oercentage of her optimal complete portfolio would she invest in the Active Portfolio? a. 20% b. 25% c. 40% d. 5% e. None of the options are correct

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