You want to invest $46,000 in a poetfolio with a beta of no more than 1.4 and an expected relurn of 12.4%. Bay Corp. has a beta of 1.1 and an expected return of 10.6%, and City Inc. has a beta of 1.8 and an expected return of 14.8%. The risk-free rate is 4%. Is it possible to create this portfolia investing in Bay Corp. and City Inc.? If so, how much will you invest in each? Seiect the correct choice and, if necessary, fil in the answer boxes to complete your choice. A. It is possible to create the portfolio by investing: in Bay Corp. and 5 in City inc. (Round to the nearest cent.) B. It is not possibie to create the portfolio