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Portfolio C includes the optimal risky portfolio and a risk-free asset, and the optimal risky...

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Portfolio C includes the optimal risky portfolio and a risk-free asset, and the optimal risky portfolio contains stocks A and B. If the weight of optimal risky portfolio in portfolio C is 50%, calculate the weight of A in portfolio C using the following information. Risk free rate = 0.03 Correlation Coefficient = 0.2 E() Std. Dev 0.28 0.38 B 0.19 0.32 Select one: a 28.02% b.21.56% c.44.05% d.52.43% Next Next Activ Jump to

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