The annual estimates of the parameters for Boeing (B) and Microsoft (M) stocks are given below: mu_B = 0.1492, mu_m = 0.3308, sigma_B^2 = 0.0695, sigma_M^2 = 0.1369, rho_BM = -0.0083 Assume a risk-free rate of 3% per year for the T-bill (risk free rate) Find the tangency portfolio Find the marginal risk and the risk contribution of each asset to the tangency portfolio (see problem 3 for the definition of these quantities) Consider a portfolio that has 30% in the tangency portfolio and 70% in T-bills. In this portfolio, what is the percent invested in Boeing and what is the percent invested in Microsoft? The annual estimates of the parameters for Boeing (B) and Microsoft (M) stocks are given below: mu_B = 0.1492, mu_m = 0.3308, sigma_B^2 = 0.0695, sigma_M^2 = 0.1369, rho_BM = -0.0083 Assume a risk-free rate of 3% per year for the T-bill (risk free rate) Find the tangency portfolio Find the marginal risk and the risk contribution of each asset to the tangency portfolio (see problem 3 for the definition of these quantities) Consider a portfolio that has 30% in the tangency portfolio and 70% in T-bills. In this portfolio, what is the percent invested in Boeing and what is the percent invested in Microsoft