26.

Given the following information on stock and bond return, standard deviation and correlation, please tabulate the investment opportunity set with increment of 10% in weight. Please calculate each portfolios' return, standard deviation and Sharpe ratio. You can work on it in excel and copy the table from Excel and paste it in the answer section.

	Expected	Standard	Corr.
	Return	Deviation	Coeff s,b
Stock fund	0.12	0.25	0.4
Bond fund	0.06	0.1
T-Bill	0.04	0

Please calculate each portfolios' return, standard deviation and Sharpe ratio.

Stock Weight	Bond Weight	Portfolio Return	Portfolio Standard deviation	Sharp Ratio
1	0
0.9	0.1
0.8	0.2
0.7	0.3
0.6	0.4
0.5	0.5
0.4	0.6
0.3	0.7
0.2	0.8
0.1	0.9
0	1