Assume only four asset classes combined into Portfolio A (w1= 0.25, w2 = 0.15, w3 = 0.20, w4= 0.40) and Portfolio B (w1= 0.30, w2=0.20, w3 = 0.35, w4 = 0.15), which lie on the efficient frontier. Portfolio A has an expected return of 10%, and Portfolio B has an expected return of 15%. Calculate the asset class weightings (combination of Portfolios A and B) for the efficient portfolio with an expected return of 11%.

24. Assume only four asset classes combined into Portfolio A(w1=0.25,w2=0.15, w3 = 0.20,w4=0.40) and Portfolio B(w1=0.30,w2=0.20,w3=0.35,w4=0.15), which lie on the efficient frontier. Portfolio A has an expected return of 10%, and Portfolio B has an expected return of 15%. Catculate the asset class weightings (combination of Portfolios A and B) for the efficient portfolio with an expected return of 11%