(iii) (1) Based on the 6-stock portfolio, calculate the expected return/standard deviation

ratio for EACH of the 6 stocks, and put those numbers in the corresponding spaces in the

following table.

(2) (a) Make the following table with the corresponding numbers in your 6-stock portfolio,

sorted by the expected return/standard deviation ratio from the highest to the lowest:

Expected Return/Standard Deviation Ratio Optimal Weights

Stock 1 (with highest ratio)

Stock 2

Stock 3

Stock 4

Stock 5

Stock 6 (with lowest ratio)

(b) What pattern have you observed by comparing the numbers in the Expected

Return/Standard Deviation Ratio column and those in the Optimal Weights column, in

the above table?

(iv) (1) Compare the Sharpe Ratios of the Optimal Portfolios vs. those of the Adjusted

Portfolio Details
Name	Symbol	Expected Return (Er)	Standard Deviation (StDev)	Optimal Weight	Adjusted Weight	Minimum Variance Weight
Campbell Soup	CPB	16.4 %	17.2 %	22.9 %	10.7 %	1.7 %
Charles Schwab	SCHW	7.1 %	28.1 %	-4.7 %	0.0 %	2.2 %
McCormick & Co.	MKC	16.8 %	13.4 %	75.1 %	62.8 %	40.6 %
Microsoft Corp.	MSFT	17.1 %	22.0 %	38.9 %	26.6 %	12.9 %
Woolworths Limited	WOW.AX	2.6 %	15.7 %	-6.3 %	0.0 %	36.4 %
western union	WU	-1.0 %	25.7 %	-25.9 %	0.0 %	6.3 %