QUESTION 25 4 poin An Investor can design a risky portfolio based on two stocks...
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QUESTION 25 4 poin An Investor can design a risky portfolio based on two stocks A and B Stock A has an expected return of 18% and a standard deviation of return of 100% Stock Bhas an expected return of 14% and a standard deviation of return of 3% The correlation coefficient between the return of A and 0.50. The free rate of return is 125 Find the optimal risky portfolio (the weights in stocks A and B) 0% 100% 20%, 80% 30% 70% 40%, 50%
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