Suppose an investor has initial wealth A to invest in n 2 2 assets. The prices of the assets are given by P1 , P2 , . ... Pn , respectively. How to represent an arbitrary portfolio of the n assets that the investor may choose to hold? (a) (1, 2, . .., In ) , where ; denotes the amount of asset j the investor chooses to hold. (b) (P1 1, P242, . . ., Pnin) , where pje; denotes the investor's expenditure on asset ]. (c) (a1, a2, . . ., an), where a; = A " denotes the proportion of wealth the investor chooses to invest in asset j. (d) (op, Mp) , where up and op denote the expected value and standard deviation of the rate of return on the portfolio that the investor chooses to hold. (e) All of the above. O (c) and (d) O (e) O (c) and (d) O (a) and (c) O (a), (b), and (c)