Business, 23.02.2022 14:00 wwwgr78

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 31%. Stock B has an expected return of 13% and a standard deviation of return of 16%. The correlation coefficient between the returns of A and B is .5. The risk-free rate of return is 6%. The proportion of the optimal risky portfolio that should be invested in stock B is approximately .

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An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected retur...