Question 18: You want to invest $40 000 in a portfolio with a beta of no more than 1.45 and an expected return of 13.2%. Bay Corporation has a beta of 1.13 and an expected return of 11.2%, and City Limited has a beta of 1.86 and an expected return of 15.85%. The risk-free rate is 4%. Is it possible to create this portfolio investing in Bay Corporation and City Limited? If so, how much will you invest in each? Is it possible to create this portfolio investing in Bay Corporation and City Limited