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You know the following information: Venetian Co. LondonInv Inc. rF (T-bill) E(ret) 4.8 26 0.02 0.4 0.3 The two assets' covariance is -0.024. How much
You know the following information:
| Venetian Co. | LondonInv Inc. | rF (T-bill) | |
| E(ret) | 4.8 | 26 | 0.02 |
| 0.4 | 0.3 |
The two assets' covariance is -0.024. How much do you have to invest in Venetian Co. if you want to maximize your Sharpe ratio?
Provide your answer in percent, rounded to two decimals, omitting the % sign.
Hint: You are looking for the weights in the ORP.
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