I have already construct the portfolio, please help me to calculate the sharpe ratio of this portfolio.

Now let's assume away all the complications. In the following scenarios, you have access to two funds; you may also invest in the market portfolio. RM,e=10%+M(M)() - The risk-free rate is 0 . Question: how to construct a portfolio to maximize your Sharpe Ratio? Scenario D: - Manager D1: R1=5%+2RM,e+1=25%+2M+1,1N(0,5%) i.i.d. - Manager D2: R2=5%+2RM,e+2=25%+2M+2,2N(0,5%) i.i.d. suppose you invest $1 in D1 and short $2 in market so fou have 5%+ You also buy $1 in D2 and short $2 in market so you have 5%+2 Yaur portfolio now =5%+1+5%+2 To do better diversification So you invest equal amount of dollar in D1 and D2 So fou hold (+2)/2 This can minimize risk Nov you have 5% alpha with lower standard deviatia Please Calculate Sharpe Ratio For the Portfolio above Now let's assume away all the complications. In the following scenarios, you have access to two funds; you may also invest in the market portfolio. RM,e=10%+M(M)() - The risk-free rate is 0 . Question: how to construct a portfolio to maximize your Sharpe Ratio? Scenario D: - Manager D1: R1=5%+2RM,e+1=25%+2M+1,1N(0,5%) i.i.d. - Manager D2: R2=5%+2RM,e+2=25%+2M+2,2N(0,5%) i.i.d. suppose you invest $1 in D1 and short $2 in market so fou have 5%+ You also buy $1 in D2 and short $2 in market so you have 5%+2 Yaur portfolio now =5%+1+5%+2 To do better diversification So you invest equal amount of dollar in D1 and D2 So fou hold (+2)/2 This can minimize risk Nov you have 5% alpha with lower standard deviatia Please Calculate Sharpe Ratio For the Portfolio above