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Shenika Pacheo is looking to invest in a portfolio of 2 stocks, OXY (Occidental Petroleum) in the Oil & Gas Exploration & Production sector and

Shenika Pacheo is looking to invest in a portfolio of 2 stocks, OXY (Occidental Petroleum) in the Oil & Gas Exploration & Production sector and BLK (BlackRock) in the Asset Management & Custody Banks sector. They have betas of 0.16 and -2.43 respectively, given that the market is expected to return 15.00% and the yield on a 10-year treasury is 3.50%what are the appropriate weights on the portfolio to form a zero-beta portfolio? (place your answers in the boxes) (hint: the fact that there are 2 assets is key)

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