a) What proportion of the portfolio should be allocated to stock B?

I) 0.039

II) 0.000

III) 0.059

IV) 0.021

V) 0.081

b) What is the expected return of the optimal stock portfolio?

I) 19.5%

II) 16.4%

III) 15.1%

IV) 17.9%

V) 17.2%

Please answer BOTH PARTS of this question CORRECTLY. Any wrong answers WILL BE DOWNVOTED. Please DOUBLE CHECK your answers BEFORE posting the solution. Thank you!

A portfolio analyst has been asked to allocate investment funds among three different stocks. The relevant data for the stocks is shown in the following table. If the goal is to maximize return while maintaining risk within acceptable bounds (in this case, a portfolio standard deviation of no more than 20% ), find the proper allocation of the funds to each stock