Suppose you work as an investment portfolio manager in a mutual fund company in Oman and you are given a task to construct an efficient portfolio to secure 0.212 return by using the information below. Return on Muscat Security Market index 18 %, Return on short term government bonds in Oman 6.5%, and total risk on the investment in Muscat Security Market 7%. Select one: O a. 1.2783 will be invested in market securities O b. 1.1778 will be invested in market securities O c. 1.8435 will be invested in market securities Od. All the given answers in this question are wrong