Question: 27. You are given the following data: Expected Annual Return 10% 35% Standard Deviation of Annual Return 25% Stock I Stock II 60% The correlation

27. You are given the following data: Expected Annual Return 10% 35% Standard Deviation of Annual Return 25% Stock I Stock II 60% The correlation coefficient between Stock I and Stock II is -0.2 The T-bill annual yield is 5% . Calculate the difference between the weights of Stock I and Stock II in the optimal risky portfolio consisting of only these two stocks

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