You are trying to form portfolios based on the following information about Stocks A,B,C and D Expected Return of Stock A = 5%; Stock B = 8%; Stock C = 15%; Stock D = 21% The Standard Deviation of Stock A = 12%; Stock B = 18%; Stock C = 32%; Stock D = 40% The Correlation between A,B = - 0.05; A,C = 0.10, A,D = 0.07; B,C = 0.20; B,D = 0.50; C,D = 0.35 The Risk Free Rate is 4.0%

1)Calculate the weight for STOCK A for the Market (Optimal) Portfolio