Question: The expected return on security A is 9% and the volatility of this return is 50%. The expected return of security B is 14%

The expected return on security A is 9% and the volatility of this return is 50%. The expected return of

The expected return on security A is 9% and the volatility of this return is 50%. The expected return of security B is 14% and the volatility of this return is 40%. The correlation coefficient between the returns of security A and B is 0.25. The risk free rate is 3%. The weight of security A in the tangency portfolio of security A and B is closest to 5% 15% 25% 35% 45% 55%. 65% 75%. 85% 95%

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