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Consider two assets with expected return Elr1)=0.37, Elr2)=0.47; with variances 012=0.11, 022=0.29 and covariance 012=0.19. The risk free rate is 0.12. Find the normalized weight

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Consider two assets with expected return Elr1)=0.37, Elr2)=0.47; with variances 012=0.11, 022=0.29 and covariance 012=0.19. The risk free rate is 0.12. Find the normalized weight w1 and w2 of the efficient portfolio (the tangency portfolio) of risky assets

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