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Find the weight of stock a in the minimum-variance

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Reference no: EM132742349

There are two stocks, A and B. Stock A has an expected return of 7.5% per year with a standard deviation of 11.0%. Stock B has an expected return of 5.0% per year with a standard deviation of 18.5%. The stocks have a covariance of 0.001 and the risk-free rate is 2.0% per year.

Find the weight of Stock A in the minimum-variance risky portfolio.

Answer in percentage points to 2 decimal places

Reference no: EM132742349

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