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Intro The return statistics for two stocks and T-bills are given below: A B D 1 Stock A Stock BT-bills 0.094 0.066 0.02 0.1225 0.0729
Intro The return statistics for two stocks and T-bills are given below: A B D 1 Stock A Stock BT-bills 0.094 0.066 0.02 0.1225 0.0729 2 Expected return 3 Variance 4 Standard deviation 5 Covariance 0.35 0.27 0.02835 Part 1 Attempt 4/10 for 10 pts. What is the Sharpe ratio of a portfolio with 30% invested in stock A and the rest in stock B? 3+ decimals Submit - Attempt 2/10 for 10 pts. Part 2 What is the Sharpe ratio of the optimal risky portfolio? 3+ decimals Submit
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