Question
19. Given that the current yield from treasury bills is 2.34%, the Sharpe ratio of the optimal risky portfolio formed using stock A and stock
19. Given that the current yield from treasury bills is 2.34%, the Sharpe ratio of the optimal risky portfolio formed using stock A and stock B is ____________. (Hint: Find the weight first.)
How do you find the wights? Thanks
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Cost Benefit Analysis
Authors: Harry F. Campbell, Richard P.C. Brown
3rd Edition
1032320753, 9781032320755
