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Which strategy offers you the same expected return as a stock with a = 1.5? a. Invest 25% of your money in Treasury bills and

Which strategy offers you the same expected return as a stock with a = 1.5? a. Invest 25% of your money in Treasury bills and 75% in the market portfolio. b. Invest 75% of your money in Treasury bills and 25% in the market portfolio. c. Borrow an amount equal to 50% of your own money at the risk-free rate and invest everything in the market portfolio. d. Borrow an amount equal to 75% of your own money at the risk-free rate and invest everything in the market portfolio.

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