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Stock A has a variance 0.1622, Stock B has a variance of 0.0340, and the covariance between the to stocks is 0.002. The expected return
Stock A has a variance 0.1622, Stock B has a variance of 0.0340, and the covariance between the to stocks is 0.002. The expected return for Stock A is 0.106, the expected return for Stock B is 0.125, and the risk-free rate is 0.015. Calculate the weight for Stock A to obtain the optimal risky portfolio. Report your answer in percent.
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