Question: Security A has expected return of 12% and standard deviation of 30%. Security B has expected return of 10% and standard deviation of 20%. The

Security A has expected return of 12% and standard deviation of 30%. Security B has expected return of 10% and standard deviation of 20%. The return of Security A and security B are uncorrelated.And investor can only invest in those two securities and in the risk free bond, which offer returns of 5%.. What are the weights of Securities A and B in the optimal risky portfolio
W_A=0,10; W_B=0,90
W_A= 0,15;W_B=0,85
W_A=0,25; W_B=0,75
W_A=0,35; W_B=0,65
W_A=0,40; W_B=0,60

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