Question
https://docs.google.com/spreadsheets/d/1HObwLKSzFvRRqF2dH6qKJn294f-703Z2/edit#gid=972318239 g. (5 marks) Find the weights of Singapore Airlines Limited, Qantas Airways Limited and Cathay Pacific Airlines that will provide a daily return of
https://docs.google.com/spreadsheets/d/1HObwLKSzFvRRqF2dH6qKJn294f-703Z2/edit#gid=972318239
g. (5 marks)
Find the weights of Singapore Airlines Limited, Qantas Airways Limited and Cathay Pacific Airlines that will provide a daily return of 0.01% with the lowest level of risk. (Can you show how to use Solver to find the answer because I've tried a few times and all of them gave weird numbers)
i. (4 marks)
If the daily risk-free rate is 0.1%, estimate the Sharpe ratio for the portfolios mentioned in parts (e), (f) and (g) and highlight the highest Sharpe ratio using conditional formatting.
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Contemporary Financial Management
Authors: James R Mcguigan, R Charles Moyer, William J Kretlow
10th Edition
978-0324289114, 0324289111
