Question: Question 31 6.5 p 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 31 6.5 p Given the following information, please address the

Question 31 6.5 p 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 D with a standard Deviation of 14%, the weight on stock B is

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