Question: Question 2 2.5 pts A B Risk free Expected Return 6% 23% 2% Standard Deviation o 11% 28% 0% Covariance, Cover) -0.00462 Correlation Coefficient, PAB

Question 2 2.5 pts A B Risk free Expected Return 6% 23% 2% Standard Deviation o 11% 28% 0% Covariance, Cover) -0.00462 Correlation Coefficient, PAB -15% WA [E(+1)-ry 10%-(Etra-ry 10AB PAR (ECA)-ry 103+(Bra)10%-FrA)+F(ro)-SACD PAD What is the optimal portfolio weight for A? O 49.59% O 60.10% 56.63% O 38.45%

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