Question: Security A has an expected return of 8% and a standard deviation of 7%. Security B has an expected return of 10% and a standard

Security A has an expected return of 8% and a standard deviation of 7%. Security B has an expected return of 10% and a standard deviation of 9.4%. The correlation coefficient between A and B is 1 (1.e., the two stocks are perfectly positively correlated). If the standard deviation of the portfolio consisting of security A and B is 6.6%, 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

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