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What is the return of the stock a? What is the return of stock b? What is the standard deviation on stock a? What is

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What is the return of the stock a? What is the return of stock b? What is the standard deviation on stock a? What is the standard deviation on stock b? What is the covariance? What is the return of the portfolio? What is standard deviation of the portfolio? Nothing to answer? Nothing to answer? What is weight A for the optimal portfolio? What is weight b for the optimal risky portfolio? What is the weight of the risky portfolio in the optimal complete portfolio? What is the weight of the risk free asset in the complete optimal portfolio? What is the standard deviation of the optimal complete portfolio? What is the call of the optimal portfolio?

state probability Return on A RETURN ON B POOR 35% -0.07 -0.02 NORMAL 15% 0.2 0.1 GOOD 50% 0.3 0.15 risk free 3% A=5 Weight a Weight b

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