Question: c Statistic Security 1 Security 2 Mean 20% 8% Std. dev. 36% 12% PAB -0.23 The tangency portfolio weight for Security 1 is 25% and

Statistic Security 1 Security 2 Mean 20% 8% Std. dev. 36% 12% PAB -0.23 The tangency portfolio weight for Security 1 is 25% and the weight for Security 2 is 75%. Use the above statistics to calculate the tangency portfolio expected return. Enter your answer as a percent expression rounded to 2 decimal places. For example, if you calculate 0.12345, enter 12.35

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