I know this: Asset A Asset B Asset C Standard Deviation 25% 30% 35% Beta 1.2 0.8 1.5 Expected Return 0.126 0.094 0.15 S&P500 has Std Dev of 20% with an expected return of 11%. Risk free rate is 3%. What is the optimal portfolio weights when investing in Assets A, B, and C? Assume the error terms are not correlated. HTML Editor B 1 A Ix 5 3 3 3 3 x x := = VX V 112pt Paragraph * O words I words I know this: Asset A Asset B Asset C Standard Deviation 25% 30% 35% Beta 1.2 0.8 1.5 Expected Return 0.126 0.094 0.15 S&P500 has Std Dev of 20% with an expected return of 11%. Risk free rate is 3%. What is the optimal portfolio weights when investing in Assets A, B, and C? Assume the error terms are not correlated. HTML Editor B 1 A Ix 5 3 3 3 3 x x := = VX V 112pt Paragraph * O words I words