Question: Answer is 47.4 Please explain how to find solution. Show work. Thanks The table above contains expected annual returns for funds A and B. Assuming

Answer is 47.4 Please explain how to find solution. Show work.

Answer is 47.4 Please explain how to find solution. Show work. Thanks

The table above contains expected annual returns for funds A and B. Assuming that the risk free rate is 2.41% and that the correlation of returns between funds A and B is -0.11, calculate the weight of Fund A in the Optimal two-risky asset portfolio comprised of funds A and B. Note: Enter your answer in percentages rounded to the nearest one digit after the decimal point. For example, if the weight of Fund A is 15.437% or 0.15437, enter it as: 15.4

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