Q6. The table below summarizes some of the numbers in this question. You have $10,000 to invest in a portfolio containing stock X, stock Y, and a risk-free asset. You must invest all of your money. Your goal is to create a portfolio that has an expected return of 12 percent and that has only 80 percent of the risk of the overall market. f Ton If X has an expected return of 16 percent and a beta of 2.0, Y has an expected return of 8 percent and a beta of 0.6, and the risk-free rate is 6 percent, what is the portfolio weight on stock X? beta E(r) Rf asset 6% stock X 2.00 16% stock Y 0.60 8% portfolio 12.0% O a. 0.65 O b. 0.45 O c. 0.25 O d. 0.85 O e. none of the above ere to search o 87