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Hello, I need this answer in 25 minutes. An active investor has identified 3 stocks to form an active portfolio following the TreynorBlack Model. Stock

Hello, I need this answer in 25 minutes.

An active investor has identified 3 stocks to form an active portfolio following the TreynorBlack Model. Stock J has an alpha of 3.95% and a residual standard deviation (RSD) of 16%; stock K has alpha = 2.75% and RSD = 18%; stock L has alpha = 4.50% and RSD = 24%. What is the optimal weight in the active portfolio for stock L?

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