A stock has an expected return of 14 percent and a standard deviation of 61 percent. What is the weight of the stock in the minimum variance portfolio consisting of the stock and the risk-free asset?
A) .00
B) .18
C) .06
D) .21
E) .32

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The Answer of A stock has an expected return of 14 percent and a standard deviation of 61 percent. What is the weight of the stock in the minimum variance portfolio consisting of the stock and the risk-free asset?
A) .00
B) .18
C) .06
D) .21
E) .32

A Stock Has an Expected Return of 14 Percent and a Standard