You want to invest $40,000 in a portfolio with a beta of no more than 1.4 and an expected return of 14.8%. Bay Corp, has a beta of 0.8 and an expected return of 10.6%, and City Inc. has a beta of 1.7 and an expected return of 16.9%. The risk-free rate is 5%. Is it possible to create this portfolio investing in Bay Corp. and City Inc. ? If so, how much will you invest in each? Select the correct choice and, if necessary, fill in the answer boxes to complete your choice in City Inc O A. It is possible to create the portfolio by investing in Bay Corp, and $ (Round to the nearest cent.) O B. It is not possible to create the portfolio