There are only three risky assets available in a given market: A, B, and C. The expected return of A, B, and Care 10%, 15%, and 18% respectively. The market portfolio has 20% in A, 40% in B, and 40% in C. Other than these three risky assets, there is also a risk-free asset available in this market. The risk- free rate is 2%. Based on your risk aversion, you form an efficient portfolio with 8.6% expected return. What are the weights on A, B, C, and the risk-free asset of your portfolio? O 10% in A, 20% in B, 20% in C, and 50% in the risk-free asset. O 20% in A, 100% in B.-50% in C, and 30% in the risk-free asset. O 82.596 in A. 0% in both B and C. and 17.596 in the risk-free asset O 20% in A. -60% in B, 8096 in C, and 60% in the risk-free asset. O 30% in A, 20% in B. 10% in C, and 4096 in the risk-free asset. + Previous Next Nenavades visteccheckedet:20 Shmitz o e e