An investors wishes to allocate his funds among stocks A and B. Stock A has an expected return of 8.17% and stock B of 3.11%. The investor wishes to achieve an expected target return of 8.77% on his portfolio. What are the portfolio weights for stock A and B in order to achieve this target performance? (rounded to two decimal places) Select one: a.-16.86%; 116.86% b. 50.18%; 49.82% c. 49.82%; 50.18% d. -111.86%; 211.86% e. 111.86%; -11.86% a. True. b. False. c. False. d. False. e. False. The correct answer is: 111.86%; -11.86%