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You want to allocate your money between the risk free asset (0.017), a fixed income fund ( E(B)=0.08, Volatility(B)=0.12), and a diversified stock fund (

You want to allocate your money between the risk free asset (0.017), a fixed income fund ( E(B)=0.08, Volatility(B)=0.12), and a diversified stock fund ( E(S)=0.112, Volatility(S)=0.18). The correlation between the two risky funds is 0.22. When creating the optimal risky portfolio, how much weight in decimals should you invest in the diversified stock fund?

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