I need an answer today by 7 AM because theydidn't answer the question from yesterday

An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 15% and a standard deviation of return of 29%. Stock B has an expected return of 10% and a standard deviation of return of 14%. The correlation coefficient between the returns of A and B is .5. The risk-free rate of return is 5%. The proportion of the optimal risky portfolio that should be invested in stock B is approximately _________. Options

70%

30%

48%

52%

You find that the annual Sharpe ratio for stock A returns is equal to 1.99. For a 2-year holding period, the Sharpe ratio would equal _______.

Options:

	2.81
	2.83
	0.71
	1.41