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Problem 11-36 Question Help You want to invest $47,000 in a portfolio with a beta of no more than 1.6 and an expected return of 14.2%. Bay Corp. has a beta of 1.2 and an expected return of 11.4%, and City Inc. has a beta of 1.8 and an expected return of 15.6%. The risk-free rate is 3%. Is it possible to create this portfolio investing in Bay Corp. and City Inc.? If so, how much will you invest in each? Select the correct choice and, if necessary, fill in the answer boxes to complete your choice. in Bay Corp. and $ in City Inc. O A. It is possible to create the portfolio by investing $ (Round to the nearest cent.) O B. It is not possible to create the portfolio