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A portfolio of Expected Return of 13.5% has the below corner portfolios Risk free Rate = 2.5% What is the Sharpe Ratio for Corner Portfolio

A portfolio of Expected Return of 13.5% has the below corner portfolios
Risk free Rate = 2.5%


What is the Sharpe Ratio for Corner Portfolio 1

Answer 1Choose...0.6960.00%0.13580.98115.94%0.7750.15420.130278.91%5.42%0.6390.750.9880.7920.13660.16030.25

What is the expected return of the lower weighted corner portfolio that is selected

Answer 2Choose...0.6960.00%0.13580.98115.94%0.7750.15420.130278.91%5.42%0.6390.750.9880.7920.13660.16030.25

what is the optimal allocation to Asset Class 5

Answer 3Choose...0.6960.00%0.13580.98115.94%0.7750.15420.130278.91%5.42%0.6390.750.9880.7920.13660.16030.25

What is the standard deviation of the optimal portfolio

Answer 4Choose...0.6960.00%0.13580.98115.94%0.7750.15420.130278.91%5.42%0.6390.750.9880.7920.13660.16030.25

What is the expected return of the higher weighted corner portfolio that is selected

Answer 5Choose...0.6960.00%0.13580.98115.94%0.7750.15420.130278.91%5.42%0.6390.750.9880.7920.13660.16030.25

what is the optimal allocation to Asset Class 1


Answer 6Choose...0.6960.00%0.13580.98115.94%0.7750.15420.130278.91%5.42%0.6390.750.9880.7920.13660.16030.25

What is the Sharpe Ratio for Corner Portfolio 2

Answer 7Choose...0.6960.00%0.13580.98115.94%0.7750.15420.130278.91%5.42%0.6390.750.9880.7920.13660.16030.25

What is the standard deviation of the higher weighted corner portfolio that is selected

Answer 8Choose...0.6960.00%0.13580.98115.94%0.7750.15420.130278.91%5.42%0.6390.750.9880.7920.13660.16030.25

what is the optimal allocation to Asset Class 2

Answer 9Choose...0.6960.00%0.13580.98115.94%0.7750.15420.130278.91%5.42%0.6390.750.9880.7920.13660.16030.25

what is the optimal allocation to Asset Class 3

Answer 10Choose...0.6960.00%0.13580.98115.94%0.7750.15420.130278.91%5.42%0.6390.750.9880.7920.13660.16030.25

What is the standard deviation of the lower weighted corner portfolio that is selected

Answer 11Choose...0.6960.00%0.13580.98115.94%0.7750.15420.130278.91%5.42%0.6390.750.9880.7920.13660.16030.25

what is the optimal allocation to Asset Class 4

Answer 12Choose...0.6960.00%0.13580.98115.94%0.7750.15420.130278.91%5.42%0.6390.750.9880.7920.13660.16030.25

What is the Sharpe Ratio for Corner Portfolio 3

Answer 13Choose...0.6960.00%0.13580.98115.94%0.7750.15420.130278.91%5.42%0.6390.750.9880.7920.13660.16030.25

What is the weight for the lower weighted Corner Portfolio that is selected

Answer 14Choose...0.6960.00%0.13580.98115.94%0.7750.15420.130278.91%5.42%0.6390.750.9880.7920.13660.16030.25

What is the Sharpe Ratio for Corner Portfolio 5

Answer 15Choose...0.6960.00%0.13580.98115.94%0.7750.15420.130278.91%5.42%0.6390.750.9880.7920.13660.16030.25

What is the weight for the higher weighted Corner Portfolio that is selected

Answer 16Choose...0.6960.00%0.13580.98115.94%0.7750.15420.130278.91%5.42%0.6390.750.9880.7920.13660.16030.25

What is the Sharpe Ratio for Corner Portfolio 4

Answer 17Choose...0.6960.00%0.13580.98115.94%0.7750.15420.130278.91%5.42%0.6390.750.9880.7920.13660.16030.25

What is the Sharpe Ratio for Corner Portfolio 6

Answer 18
image text in transcribed
\begin{tabular}{|c|c|c|c|c|c|c|c|} \hline \multirow{2}{*}{CornerPortfolio} & \multirow{2}{*}{ExpectedReturn} & \multirow{2}{*}{Exp.Std.Dev.} & \multicolumn{6}{|c|}{ Asset Class Weights } \\ \cline { 5 - 8 } & & 1 & 2 & 3 & 4 & 5 \\ \hline 1 & 14.00% & 18.00% & 0.00% & 0.00% & 100.00% & 0.00% & 0.00% \\ \hline 2 & 13.66% & 16.03% & 0.00% & 0.00% & 86.36% & 0% & 14.00% \\ \hline 3 & 13.02% & 13.58% & 21.69% & 0.00% & 56.56% & 0.00% & 21.76% \\ \hline 4 & 12.79% & 13.00% & 21.48% & 0.00% & 52.01% & 5.24% & 21.27% \\ \hline 5 & 10.54% & 8.14% & 9.40% & 51.30% & 26.55% & 0.00% & 12.76% \\ \hline 6 & 8.70% & 6.32% & 0.00% & 89.65% & 4.67% & 0.00% & 5.68% \\ \hline \end{tabular} \begin{tabular}{|c|c|c|c|c|c|c|c|} \hline \multirow{2}{*}{CornerPortfolio} & \multirow{2}{*}{ExpectedReturn} & \multirow{2}{*}{Exp.Std.Dev.} & \multicolumn{6}{|c|}{ Asset Class Weights } \\ \cline { 5 - 8 } & & 1 & 2 & 3 & 4 & 5 \\ \hline 1 & 14.00% & 18.00% & 0.00% & 0.00% & 100.00% & 0.00% & 0.00% \\ \hline 2 & 13.66% & 16.03% & 0.00% & 0.00% & 86.36% & 0% & 14.00% \\ \hline 3 & 13.02% & 13.58% & 21.69% & 0.00% & 56.56% & 0.00% & 21.76% \\ \hline 4 & 12.79% & 13.00% & 21.48% & 0.00% & 52.01% & 5.24% & 21.27% \\ \hline 5 & 10.54% & 8.14% & 9.40% & 51.30% & 26.55% & 0.00% & 12.76% \\ \hline 6 & 8.70% & 6.32% & 0.00% & 89.65% & 4.67% & 0.00% & 5.68% \\ \hline \end{tabular}

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