Stock 1's expected return and variance are both .1 or 10%. Stock 2's expected return and variance are both .2 or 20%. St

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Stock 1's expected return and variance are both .1 or 10%. Stock2's expected return and variance are both .2 or 20%. Stock 3'sexpected return and variance are both .3 or 30%. All stock returnsare uncorrelated with those of other stocks. The riskless returnequals .05 and there are no other securities in this market. AllCAPM assumptions hold. What is the weight of Stock 3 in the marketor optimal portfolio of risky assets?