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

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Finance

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 Cusing the following information
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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 8. If the weight of optimal risky portfolio in portfolio C is 50%, calculate the weight of Ain portfolio C using the following information Risk free rate=0.03 Correlation coefficient = 0.2 E(1) Std, Dev 0.28 0.38 B 0.19 0.32 Select one a 28.02% 5.21.56% c.44.05% d.52 43%

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