Solving for proportion

Hi,

please help to solve and explain- much appreciated

Security 1 - E® = 16% Standard deviation = 20%

Security 2 - E® = 12% Standard deviation = 20%

If the portfolio of the two securities has an expected return of 15%, the proportion invested in Security 1 is:

A 25%. B 50%. C 75%.

Don’t bother to reply- my overstudied brain though the solution would be more compliated and just realized it’s simple math :slight_smile:

1st to 2nd will be in the ratio of (15-12) to (16-15) -> 3:1