Question: Security A has an expected return of 8% and a standard deviation of 7.9%. Security has an expected return of 10% and a standard deviation

Security A has an expected return of 8% and a standard deviation of 7.9%. Security has an expected return of 10% and a standard deviation of 10%. The correlation coefficient between A and B is 1 (le, the two stocks are perfectly positively correlated). If the standard deviation of the portfolio consisting of security A and B is 6.5%, what fraction of the total money has been invested in security B? (Assume short selling is allowed) (Note: Please retain at least 4 decimal places in your calculations and 2 decimal places in the final answer) The fraction of the total money has been invested in security B is Previous page 5 6 7 8 9 Next page Stop sharing Hide Proctonos sharing your screen 290 Sunny

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