There are two risky assets, their expected returns are 10% and 5% and their volatilities are 20% and 10%. The correlation between the two assets is zero. The risk-free rate is 2%. What is the composition of the tangency portfolo (weight one asset 1 , weight on asset 2)? (40%,60%) (20%,80%) (50%,50%) (30%,70%)

Question 8 1 pts Continuing the question above, what is the highest achievable Sharpe ratio if one builds portfolios only using the two risky and the one riskfree assets above? 0.5 0.9 0.3 0.7