Assume you are choosing a portfolio of 2 stocks. A has standard deviation of 20% and return of 5%, B has standard deviation of 18 percent and return of 6%. The stocks are uncorrelated (e.g. covariance =0). Which of the following are optimal weights for an investor with risk aversion A=24. Assume no shorting. Answer is in the form of weight A, Weight B .31, .69 O 0.41, 0.59 O 0,1 O 0.44, 0.56

Assume you are choosing a portfolio of 2 stocks. A has standard deviation of 20% and return of 5%, B has standard deviation of 18 percent and return of 6%. The stocks are uncorrelated (e.g. covariance =0 ). Which of the following are optimal weights for an invettor with risk aversion A=24. Assume no shorting. Answer is in the form of weight A, Woight B 31,69 0.41,0.59 0,1 0.44,0.56