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15. (Singular) Suppose there are two stocks that are uncorrelated. Each of these has variance of 1, and there are expected returns are 71 and

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15. (Singular) Suppose there are two stocks that are uncorrelated. Each of these has variance of 1, and there are expected returns are 71 and 72, respectively. The risk-free rate is rf. Find the portfolio of weights w1 and w2 for the Markowitz (market) portfolio. Show that for some value of rf there is no Markowitz portfolio. 15. (Singular) Suppose there are two stocks that are uncorrelated. Each of these has variance of 1, and there are expected returns are 71 and 72, respectively. The risk-free rate is rf. Find the portfolio of weights w1 and w2 for the Markowitz (market) portfolio. Show that for some value of rf there is no Markowitz portfolio

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