You are building a $50,000 investment portfolio using two stocks only: Stock Gamma and Stock Theta. Your target portfolio return is 11.75%. You know that stock Gamma has an expected return of 14%, and stock Theta has an expected return of 9%. How much of your portfolio will be invested in stock Gamma?

Select one:

a. $50,000

b. $0

c. $25,000

d. $27,500

e. $22,500