Question
1. Find the expected return, standard deviation and Sharpe ratio for an equally weighted portfolio composed of the assets in scenario.set 2.Find the expected return,
1. Find the expected return, standard deviation and Sharpe ratio for an equally weighted portfolio composed of the assets in scenario.set
2.Find the expected return, standard deviation and Sharpe ratio for the optimal portfolio composed of the assets in scenario.set. Use a risk free rate of 0.0001
3.Find the optimal portfolio composition for someone with risk aversion A=2, using the riskless asset and the equally weighted portfolio. What is the expected return and SD of this complete portfolio?
4.Find the optimal portfolio composition for someone with risk aversion A=2, using the riskless asset and the tangency portfolio . What is the expected return and SD of this complete portfolio?
Please show how to do problems through RStudio!
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Banker To The World
Authors: William Rhodes
1st Edition
0071704256, 978-0071704250
