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You want to invest $46,000 in a portfolio with a beta of no more than 1.43 and an expected return of 12.4%. Bay Corp. has

You want to invest $46,000 in a portfolio with a beta of no more than 1.43 and an expected return of 12.4%. Bay Corp. has a beta of 1.19 and an expected return of 11.3%, and City Inc. has a beta of 1.76 and an expected return of 13.83%. The risk-free rate is 6%. Is it possible to create this portfolio investing in Bay Corp. and City Inc.? If so, how much will you invest in each?

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