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Fund consists of (a) the risky portfolio Panid (b) some amount of the risk free asset. From the following data, find the weight that fund

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Fund consists of (a) the risky portfolio Panid (b) some amount of the risk free asset. From the following data, find the weight that fund Callocates to the risky portfolio P Retum on risk-free asset - 24 Expected retum on P8% Expected retum on C-6% Standard deviation of P-17 Standard deviation of 11.3395 O a 12 Ob 2/3 Oc 1/3 Od 34

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