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You would like to create a portfolio with an expected return of 12% by investing in a risk-free security and one share. If the risk-free

You would like to create a portfolio with an expected return of 12% by investing in a risk-free security and one share. If the risk-free return is 2% and the share's expected return is 15%., what should be the portfolio weighting invested in the risk-free security?

  1. 0.231
  2. 0.769
  3. 0.667
  4. 0.50
  5. 0.085

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