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Intro The return statistics for two stocks and T-bills are given below: B D 1 Stock A Stock B T-bills 2 Expected return 0.094 0.08
Intro The return statistics for two stocks and T-bills are given below: B D 1 Stock A Stock B T-bills 2 Expected return 0.094 0.08 0.02 3 Variance 0.1444 0.0729 4 Standard deviation 0.38 0.27 5 Covariance 0.03078 Part 1 Attempt 1/10 for 7.1 pts. What is the Sharpe ratio of a portfolio with 80% invested in stock A and the rest in stock B? 3+ decimals Submit Attempt 1/10 for 7.1 pts. Part 2 What is the Sharpe ratio of the optimal risky portfolio? 3+ decimals Submit
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