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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 i 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 i and r2, respectively. The risk-free rate is rf. Find the portfolio of weights wi 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 i and r2, respectively. The risk-free rate is rf. Find the portfolio of weights wi and w2 for the Markowitz (market) portfolio. Show that for some value of rf there is no Markowitz portfolio

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