Jade plans to invest in a portfolio which comprises stock A and stock B. The expected return of stock A is 28%. The expected return of stock B is 15%. The standard deviation of stock A is 32%. The standard deviation of stock B is 23%. Tbill rate is 3%. If the correlation coefficient between the returns on A and B is 0.2. What is the approximate proportion of the optimal risky portfolio that should be invested in stock A?
A. 
56.3% 

B. 
59.3% 

C. 
61.6% 

D. 
57.1% 
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