Question: > Question 4 MSFT has an expected return E(X) of 0.15 and a standard deviation sigma of 0.28 WMT has an expected return E(X)

> Question 4 MSFT has an expected return E(X) of 0.15 and

> Question 4 MSFT has an expected return E(X) of 0.15 and a standard deviation sigma of 0.28 WMT has an expected return E(X) of 0.21 and a standard deviation sigma of 0.16 The correlation between MSFT and WMT is 0.49 The risk-free rate is 0.02. Compute the weight of MSFT that forms the optimal risky portfolio. Round your answer to 3 decimal places. Your Answer: Incorrect The answer is -0.003.

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