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Find the Sharpe Ratio of the FollowingTechPortfolio. Use stock data from tidyquant package, use thecontrafund.csv (provided below) toget thedata for therisk freerate. Stocks: Facebook (META),

Find the Sharpe Ratio of the FollowingTechPortfolio. Use stock data from tidyquant package, use thecontrafund.csv (provided below) toget thedata for therisk freerate.

Stocks: Facebook (META), Amazon (AMZN), Microsoft (MSFT), Google (GOOGL)

Weights: 30%, 20%, 10%, 40%

Date Range:1stJan 2017- 31stDecember 2017

Also, did this portfoliooutperformthemarket in the same year?

A B C D
1 Date ContraRet Market Return
446 1/31/2017 0.043779 0.0198 0.0004
447 2/28/2017 0.03853 0.0361 0.0004
448 3/31/2017 0.015562 0.002 0.0003
449 4/30/2017 0.028232 0.0114 0.0005
450 5/31/2017 0.035947 0.0112 0.0006
451 6/30/2017 -0.00401 0.0084 0.0006
452 7/31/2017 0.035364 0.0194 0.0007
453 8/31/2017 0.016064 0.0025 0.0009
454 9/30/2017 0.008487 0.026 0.0009
455 10/31/2017 0.047277 0.0234 0.0009
456 11/30/2017 0.015914 0.032 0.0008
457 12/31/2017 0.002905 0.0115 0.0009

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