Hi,

I don't understand portfolio weights of the tangency portfolio and Sharpe ratio of the tangency portfolio...

Could you help? Thank you!

Question 1: You have access to three risky assets (Stocks A, B, and C) and a riskless asset: Expe cted Standard Asset Return Deviation Stock A 8% 35% Stock B 12% 50% Stock C 15% 75% thless Asset 5% ComhoMAB) 0.2 ComhoMAC) 0.2 Correhtion(B,C) -0.2 a) What are the portfolio weights of the tangenoy portfolio? b) What is the Sharpe ratio of the tangency port-Folio