What are the weights on the two stocks to achieve the optimal risky portfolio? What are the mean and standard deviation of returns on his optimal risky portfolio?

4.to realize diversification, john invests in apple and walmart. what

The weights on the 2 shares to realize the optimum dangerous portfolio are 0.42 for Inventory A and 0.58 for Inventory B (i.e., a complete weight of 1). The imply return on the optimum dangerous portfolio is 7.78% and its commonplace deviation of returns is 5.23%.