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* PLEASE DONT USE ANY APPLICATION. HAND WRITTEN ONLY * Form a portfolio of stock 1 , stock 2 , and the riskless asset. The

*PLEASE DONT USE ANY APPLICATION. HAND WRITTEN ONLY* Form a portfolio of stock 1, stock 2, and the riskless asset. The weight of stock 1 in the tangency
portfolio is closest to:
a.50%.
b.63%.
c.37%.
d.24%.
Form a portfolio of stock 1, stock 2, and the riskless asset. The expected return and the standard
deviation risk of the tangency portfolio are closest to:
a.4.55% and 5.68%, respectively.
b.6.00% and 6.32%, respectively.
c.7.88% and 6.95%, respectively.
d.5.67% and 7.02%, respectively.
Form a portfolio of stock 1, stock 2, and the riskless asset. The Sharpe ratio is closest to:
a.0.79.
b.1.09.
c.1.45.
d.0.45.
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