An investors wishes to allocate his funds among stocks A and B. Stock A has an expected return of 8.17%8.17% and stock B of 3.11%3.11%. The investor wishes to achieve an expected target return of 8.77%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. 111.86%111.86%; 11.86%11.86%

b. 111.86%111.86%; 211.86%211.86%

c. 49.82%49.82%; 50.18%50.18%

d. 16.86%16.86%; 116.86%116.86%

e. 50.18%50.18%; 49.82%

Please explain!