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Question 12 1 pts Given all the above information and your previous solutions, how much of your capital (what weight) would you invest in stock
Question 12 1 pts Given all the above information and your previous solutions, how much of your capital (what weight) would you invest in stock A to maximize your portfolio's expected return per unit risk (maximize the Sharpe Ratio)? Enter weight in decimal form, rounded to 4th digit, as in "0.1234 Question 8 1 pts Given the re-stated information below (and expected returns you should have already calculated), what is the correlation between Stock A and B returns? Prob State Dep Rec Norm Boom Stock A Stock B Return A Return B 0.1 -0.25 0.04 0.3 0.12 0.18 0.4 0.33 -0.12 0.2 0.42 0.08 Enter correlation rounded to 4th digit, as in 0.1234
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