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# $100k to invest in an portfolio with stock X, stock Y and an risk free asset invest all the money Need an portfolio that has an expected return of 11....

- $100k to invest in an portfolio with stock X, stock Y and an risk free asset
- invest all the money
- Need an portfolio that has an expected return of 11.22% and has 96% of the risk of the overall market
- stock X: expected return of 15.35% and a beta of 1.55
- Stock Y: expected return of 9.4% and a beta of 0.7
- risk-free rate is 4.5%

E(RP) = 0.1122 = (wX · 0.1535) + (wY · 0.0940) + (1 − wX − wY ) · (0.045)