Question: 1 6 . ( Finding dominating portfolio ) Consider the data for Stock A and Stock B below. A portfolio composed of 9 0 %

16.(Finding dominating portfolio) Consider the data for Stock A and Stock B below. A portfolio composed of 90% of Stock A and 10% Stock B has an expected return of 7.6% and a standard deviation of 20.78%. Find another portfolio with the same standard deviation and a higher return. What is the proportion of A in the new portfolio? And the proportion of B in the new portfolio? What is the new expected return? What is the portfolio variance?6 points

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