Cov(Ra,Rb)=0

There are only two risk assets A and B in the market. The expected return on these two risk assets is the same, and the risks (standard deviations) are the same. Hedge investors want to form a portfolio of risk assets A and B. What is the ratio of investments in risky asset A in the investor's optimal portfolio? The covariance between only two assets is Cov(Rb)=0. Make sure to present with a formula.- D (Ctrl) - There are only two risk assets A and B in the market. The expected return on these two risk assets is the same, and the risks (standard deviations) are the same. Hedge investors want to form a portfolio of risk assets A and B. What is the ratio of investments in risky asset A in the investor's optimal portfolio? The covariance between only two assets is Cov(Rb)=0. Make sure to present with a formula.- D (Ctrl)