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An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 35% and a standard
"An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 35% and a standard deviation of return of 39%. Stock B has an expected return of 12% and a standard deviation of return of 11%.The correlation coefficient between the returns of A and B is -0.0025. The risk-free rate of return is 5%. The proportion of the optimal risky portfolio that should be invested in stock A is _________. "
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