Question 2 1/1 pts Tom Hanks is in a island and the only two assets...
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Question 2 1/1 pts Tom Hanks is in a island and the only two assets are A and B, and a risk-free rate of 4.96. The return and variance of A is 14.94 and 4.51, respectively. The return and variance of B is 21.24 and 10.37, respectively. The current price of A and B is $1 and $17.36. There are 172 shares of A and 252 shares of B. Based on CAPM, what is the weight of Asset A in the tangent portfolio? (Type "-9" if you believe there is not enough information to answer the question). 0.04 Question 2 1/1 pts Tom Hanks is in a island and the only two assets are A and B, and a risk-free rate of 4.96. The return and variance of A is 14.94 and 4.51, respectively. The return and variance of B is 21.24 and 10.37, respectively. The current price of A and B is $1 and $17.36. There are 172 shares of A and 252 shares of B. Based on CAPM, what is the weight of Asset A in the tangent portfolio? (Type "-9" if you believe there is not enough information to answer the question). 0.04
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