Question: Fund A Fund B Expected Ret. - E(r) 12.9% 7.9% Standard Deviation - 18.9% 14.3% The table above contains expected annual returns for funds

Fund A Fund B Expected Ret. - E(r) 12.9% 7.9% Standard Deviation

Fund A Fund B Expected Ret. - E(r) 12.9% 7.9% Standard Deviation - 18.9% 14.3% The table above contains expected annual returns for funds A and B. Assuming that the risk free rate is 1.69% and that the correlation of returns between funds A and B is 0.5, calculate the weight of Fund A in the minimum- variance two-risky asset portfolio comprised of funds A and B.

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