Question: A B Risk free Expected Return 6% 23% 2% Standard Deviation o 11% 28% 0% Covariance, Cov(raro) -0.00462 Correlation Coefficient, PAB -15% WA= (E(TA)-ry 10%

A B Risk free Expected Return 6% 23% 2% Standard Deviation

A B Risk free Expected Return 6% 23% 2% Standard Deviation o 11% 28% 0% Covariance, Cov(raro) -0.00462 Correlation Coefficient, PAB -15% WA= (E(TA)-ry 10% - [ElrB)-rp ]OAB PAB [E(TA)-r; lof+E(TB)-rs 10%-[E(TA)+E(TB)-2r; LOA B PAB What is the optimal portfolio weight for A? 49.59% 38.45% 60.10% O 56.63%

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