Question: Question 3 Using the same Solver techniques, what would be the weight for WFC in the optimal risky portfolio on the efficient frontier consisting of

Question 3 Using the same Solver techniques, what would be the weight for WFC in the "optimal risky portfolio" on the efficient frontier consisting of WFC and MSFT? answer as a percentage, with no percentage symbol ("96"), rounded to the nearest tenth percentage point (e.g., you would write "48.1234%" as "48.1", not "0.481234"). Hint: Your goal now is to find the maximum value of the Sharpe Ratio of the portfolio. Assume the "risk free asset" rate = 0

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