Question 5 1 points Saved "You have two assets in your portfolio. The betas for the assets are 1 and 1.2 respectively, while the expected returns are 10% and 13% respectively. If you had to construct a synthetic asset from your portfolio assets to arbitrage against a stock with beta 1.4 and expected return 12%, what weights should you use for the construction?" "(0.5,0.5)" "(-1,+2)" "(-0.5,+1.5)" O None of the above