Question: Question 6 MSFT has an expected return of 0 . 1 2 and a standard deviation sigma of 0 . 2 9 WMT has an

Question 6
MSFT has an expected return of 0.12 and a standard deviation sigma of 0.29
WMT has an expected return of 0.1 and a standard deviation sigma of 0.27
The correlation between MSFT and WMT is 0.31
The risk-free rate is 0.02.
Compute the weight of MSFT that forms the optimal risky portfolio.
Question 6 MSFT has an expected return of 0.12 and a

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