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(10) 3. Let ry = 0.02, Ere = 0.1, Erp = 0.08 , of = 0.3, o} = 0.2 and Cov(re, rd) = 0.2. If

(10) 3. Let ry = 0.02, Ere = 0.1, Erp = 0.08 , of = 0.3, o} = 0.2 and Cov(re, rd) = 0.2. If investors maximize S = ERP, where Rp = rp rf, find the optimal risky portfolio weights

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