A Portfolio That Has an Expected Outcome of $115 Is

Multiple Choice

A portfolio that has an expected outcome of $115 is formed by

A) Investing $100 in the risky asset.
B) Investing $80 in the risky asset and $20 in the risk-free asset.
C) Borrowing $43 at the risk-free rate and investing the total amount ($143) in the risky asset.
D) Investing $43 in the risky asset and $57 in the riskless asset.
E) such a portfolio cannot be formed.