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Expected Return Standard Deviation Portfolio A 12% 20% Portfolio B 6% 12% T-bill 3% 0% You are an investment adviser and you have the three

	Expected Return	Standard Deviation
Portfolio A	12%	20%
Portfolio B	6%	12%
T-bill	3%	0%

You are an investment adviser and you have the three investments above to recommend to your clients. The correlation between A and B is -0.5.

Solve for the optimal risky portfolio and enter the weights as a %, 99% should be entered as 99.00%.

Percent invested in Portfolio A

Percent invested in Portfolio B

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