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If the risk-free rate is 1.5%, calculate the Sharpe ratios of these three (3) assets. Do you think the allocation of this investor's portfolio is

If the risk-free rate is 1.5%, calculate the Sharpe ratios of these three (3) assets. Do you think the allocation of this investor's portfolio is optimal? If yes, why? If no, how would you recommend to change and why?

An investor has her funds allocated in the following investments. Investment 1 2 Asset A 3 Asset B 4 Asset C Return Variance Allocation 6.00% 8.80% 3.20% 21.00% 12.20% 5.80% 20% 30% 50%

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