If your risk tolerance factor is A = 3, what are the Optimal Allocation proportions for the final portfolio between Optimal 2-stock Risky portfolio and the Risk Free security (use data from the table above)?

If you want to have a return for your Final Portfolio (that is invested between Optimal Risky portfolio and Risk Free Security) of 1.10%, what would be your allocation between Optimal 2-stock risky portfolio and risk free security? (Refer to the table above.)

Min. Variance Portfolio Max. Sharpe Ratio Port. Risk Free 2-Stock Portfolio Sharpe Ratio W (MS) W (MSFT) E (Rp) Var (p) St. Dev. (p) 0.0641 4.45% 0.79% 0.0020 0.86% 0.0016 0.0909 0.1 0.9 4.01% 0.1212 3.66% 0.94% 0.0013 0.1520 1.02% 0.0012 3.44% 0.1786 3.36% 1.10% 0.0011 3.46% 0.1967 1.18% 0.0012 1.26% 0.0014 0.2053 3.70% 0.6 0.4 0.2063 1.34% 0.0016 4.06% 4.52% 0.2029 1.42% 0.0020 1.50% 0.0025 5.04% 0.1974 0.9 0.1 5.62% 1.57% 0.0032 0.1913 1.10% 0.0011 3.36% 4.06% 0.2063 1.34% 0.0016 0.50% 0%