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You are interest in investing in two firms in Wisconsin, Harley Davidson (HOG) and Alliant Energy (LNT). LNT has an expected return of 9.8% and

You are interest in investing in two firms in Wisconsin, Harley Davidson (HOG) and Alliant Energy (LNT).

LNT has an expected return of 9.8% and a volatility of 16.4%.

HOG has an expected return of 14.2% and a volatility of 25.5%.

The correlation between the two is -0.55.

Risk-free rate is 2.

Suppose you want to create the "optimal risky portfolio", what is weight you need to put into LNT?

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