Question: X Question 4 D MSFT has an expected return E(X) of 0.15 and a standard deviation sigma of 0.28 I WMT has an expected
X Question 4 D MSFT has an expected return E(X) of 0.15 and a standard deviation sigma of 0.28 I WMT has an expected return E(X) of 0.21 and a standard deviation sigma of 0.16 The correlation between MSFT and WMT is 0.49 The risk-free rate is 0.02. E Compute the weight of MSFT that forms the optimal risky portfolio. Round your answer to 3 decimal places.
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