please help

Security A has an expected rate of return of 12% and a beta of 1.1. The market expected rate of return is 8%, and the risk-free rate is 5%. The alpha (or Jensen's alpha) of the stock is 8.7% 3.7% 5.5% 1.7% Question 17 4pts You would like to invest $24,000 and have a portfolio expected return of 11.5 percent. You are considering two securities. A and B. Stock A has an expected return of 18.6 percent and B has an expected return of 7.4 percent. Approximately how much should you invest in Stock A if you invest the balance in Stock B ? 57,411 57,137 $8,626 $8,786 $7,307