You have $100,000 that you must invest and you can invest this money in three assets: Acme common stock, Gamma common stock, and the risk free asset. You can borrow and lend at the risk free rate. The expected returns and the standard deviations for each of these assets are provided in the table below:

	Expected Return	Standard Deviation
Acme common stock	7%	15%
Gamma common stock	20%	40%
Risk Free Asset	4%	0%
Correlation between the returns of Acme and Gamma: 0.00

True or False (choose one): You will not invest any of your money in Acme common stock.

Briefly explain your answer here: