Question: Question 29 6.5 pts Given the following information, please address the following question. Expected Sharpe return Std. Dev ratio Stock A 0.210 0.390 0.410 Stock

Question 29 6.5 pts Given the following information, please address the

Question 29 6.5 pts Given the following information, please address the following question. Expected Sharpe return Std. Dev ratio Stock A 0.210 0.390 0.410 Stock B 0.140 0.200 0.450 Risk free rate 0.050 Optimal Portfolio O Comprised of comprised of 32% investment in Stock 0.162 A and the remaining in Stock B 0.185 0.609 Correlation Between Stock A and B = 0 If you want to use risky assets and the risky free T-bill to construct an efficient portfolio W with a return of 14%, the weight on stock A is

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