Question 1: You have access to three risky assets (Stocks A, B, and C)
and a riskless asset:
Asset	Expected Return	Standard Deviation
Stock A	8%	35%
Stock B	12%	50%
Stock C	15%	75%
Riskless Asset	5%
Correlation (A,B)	0.2
Correlation (A,C)	0.2
Correlation (B,C)	-0.2
a) What are the portfolio weights of the tangency portfolio?
b) What is the Sharpe ratio of the tangency portfolio?