Consider the scenario where you can invest in one risky asset and one risk-free asset. Put the following steps in order, from first to last, of how to determine the most appropriate portfolio weights.

(A) Find the optimal risky portfolio and form the Capital Allocation Line

(B) Obtain data for investment options and calculate the average returns, standard deviations, and correlation

(C) Based on your risk preferences, determine where to be at on the Capital Allocation Line (i.e. your preferred portfolio risk-return level)

(D) Determine the investment opportunity set