Question: 11. (5 points) Find the optimal portfolio weights that maximize the risk-adjusted return A. w(x)=0.2,w(y)=0.8 B. w(x)=0.4,w(y)=0.6 C. w(x)=0.6,w(y)=0.4 D. w(x)=0.8,w(y)=0.2 11. (5 points) Find

11. (5 points) Find the optimal portfolio weights that maximize the risk-adjusted return A. w(x)=0.2,w(y)=0.8 B. w(x)=0.4,w(y)=0.6 C. w(x)=0.6,w(y)=0.4 D. w(x)=0.8,w(y)=0.2 11. (5

11. (5 points) Find the optimal portfolio weights that maximize the risk-adjusted return A. w(x)=0.2,w(y)=0.8 B. w(x)=0.4,w(y)=0.6 C. w(x)=0.6,w(y)=0.4 D. w(x)=0.8,w(y)=0.2 11. (5 points) Find the optimal portfolio weights that maximize the risk-adjusted return A. w(x)=0.2,w(y)=0.8 B. w(x)=0.4,w(y)=0.6 C. w(x)=0.6,w(y)=0.4 D. w(x)=0.8,w(y)=0.2

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