• $100k to invest in an portfolio with stock X, stock Y and an risk free asset
• invest all the money
• Need an portfolio that has an expected return of 11.22% and has 96% of the risk of the overall market
• stock X: expected return of 15.35% and a beta of 1.55
• Stock Y: expected return of 9.4% and a beta of 0.7
• risk-free rate is 4.5%

E(RP) = 0.1122 = (wX 0.1535) + (wY 0.0940) + (1 wX wY ) (0.045)

P = 0.96 = (wX 1.55) + (wY 0.70) + (1 wX wY ) (0)

How much will be invested in stock X.