givin in number 1

You have constructed the following portfolio. (Note that the percentages between parentheses represent the weights.) Assume that the expected return and risk on the overall portfolio are respectively equal to 17% and 26%. The risk-free rate is 7%. AXA (40%) Risky (80%) DOT (25%) Overall Portfolio CARD (? %) Risk-Free (20%) T-Bills (100%) 2. Assume that your degree of risk aversion is A=6. What proportion, y, of the total investment should be invested in the risky assets? * O A) 25% OB) 24.6% O C) 35% OD) 65% O E) None of the above