Using the same Solver techniques, what would be the weight for WFC in the “optimal risky portfolio” on the efficient frontier consisting of WFC and MSFT?

Using the same Solver techniques, what would be the weight for WFC in the “optimal risky portfolio” on the efficient frontier consisting of WFC and MSFT? Write your answer as a percentage, with no per

Using the same Solver techniques, what would be the weight for WFC in the “optimal risky portfolio” on the efficient frontier consisting of WFC and MSFT?

Write your answer as a percentage, with no percentage symbol (“%”), rounded to the nearest tenth percentage point (e.g., you would write “48.1234%” as “48.1”, not “0.481234”).

Hint: Your goal now is to find the maximum value of the Sharpe Ratio of the portfolio. Assume the “risk free asset” rate = 0.

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