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If we measure reward per unit of risk as (mean / std) , then reward to risk of the lease-risk portfolio is: 0.7740 1.2920 56.500
If we measure reward per unit of risk as (mean / std) , then reward to risk of the lease-risk portfolio is:
- 0.7740
- 1.2920
- 56.500
- 0.0177
- none of the above
Make sure that the solver is added-in on your computer. Use the solver to fill in the weights that minimize total risk in the yellow highlighted cells under the headings in G49:K49. Based on these weightes, rounded to 4-decimal points, which of the following is true? \begin{tabular}{llll} SPY & QQQ \end{tabular}
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