Consider a scenario with following data:

Expected Return $(\%)$ Standard Deviation $(\%)$

Risky Asset A $0\mathrm{.}150\mathrm{.}45$

Risky Asset B $0\mathrm{.}10\mathrm{.}5$

risk free $0\mathrm{.}07$

The correlation coefficient between A and B is $-0\mathrm{.}2.$

Sanjana is an investor with A$=4.$

In her investable funds, She has $$90,000.$

Identify Sanjana's optimal portfolio.$$

The dollars allocated to Risky Asset A is:

The dollars allocated to Risky Asset B is:

The dollars allocated to Risky T$-$bills is: