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Expected Returns Standard Deviation Asset A -0.06% 5.11% Asset B 2.35% 6.05% COVARIANCE: 0.00073957 Rf: Monthly rate of 0.15 What are the OPTIMAL RISKY WEIGHTS?

Expected Returns

Standard Deviation

Asset A

-0.06%

5.11%

Asset B

2.35%

6.05%

COVARIANCE: 0.00073957

Rf: Monthly rate of 0.15

  1. What are the OPTIMAL RISKY WEIGHTS? (not minimum variance)
  2. Average Return
  3. Standard Deviation
  4. Sharpe Ratio

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