Consider two stocks, A and B Expected returns on these stocks are:

Standard deviations of their returns are:

Returns on these two stocks are uncorrelated with each other. the riskfree interest rate is

The lowest possible standard deviation you can achieve by forming a portfolio of A and B only is already calculated

The highest Sharpe ratio you can achieve using a portfolio of A and B only is already calculated

Alice is a meanvariance optimizer. Her objective is to maximize the following function mean portfolio return portfolio variance:

What fraction of her portfolio in should Alice invest in the riskfree asset?