Question
1) Using the same Solver techniques, what would be the weight for WFC in the optimal risky portfolio on the efficient frontier consisting of WFC
1)
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?
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.
2)
Refer to Step 3.3. In the "Unconstrained" or "Short Selling" version of the optimal risky portfolio, what is the weight for XOM?
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: You can use the same logic and Solver built from Step 3.2.
3)
Question 6
Refer to Step 3.3. In the "Constrained" or "Long Only" version of the optimal risky portfolio, what is the weight for GOOG?
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: You can use the same logic and Solver built from Step 3.2.
4)
Refer to Step 3.3. In the "Unconstrained" or "Short Selling" version of the optimal risky portfolio, what is the portfolio mean?
answer as a percentage, with no percentage symbol ("%"), rounded to the nearest hundredth percentage point (e.g., you would write "48.1234%" as "48.12", not "0.481234").
5)
Refer to Step 3.3. In the "Constrained" or "Long Only" version of the optimal risky portfolio, what is the portfolio standard deviation?
answer as a percentage, with no percentage symbol ("%"), rounded to the nearest hundredth percentage point (e.g., you would write "48.1234%" as "48.12", not "0.481234").
6)
Refer to Step 3.3. In the "Unconstrained" or "Short Selling" version of the optimal risky portfolio, what is the portfolio Sharpe Ratio?
answer as a number rounded to the nearest thousandth percentage point (e.g., you would write "0.073214" as "0.073").
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