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Suppose that the risk free rate is 5% and a well-diversified portfolio V, with beta 1.2 and alpha 3%, another portfolio U, with beta of

Suppose that the risk free rate is 5% and a well-diversified portfolio V, with beta 1.2 and alpha 3%, another portfolio U, with beta of 0.9 and alpha 2%. What are the weights on V and if the portfolio has zero beta? A. 3:4 B. 4:3 C. -1.6:26 OD. 26 -1.6

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