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Intro The return statistics for two stocks and the risk-free asset, Treasury bills, are given below: A B D 1 Stock A Stock BT-bills 0.092
Intro The return statistics for two stocks and the risk-free asset, Treasury bills, are given below: A B D 1 Stock A Stock BT-bills 0.092 0.074 0.02 2 Expected return 3 Variance 0.1089 0.0729 4 Standard deviation 0.33 0.27 5 Covariance 0.02673 | Attempt 1/10 for 10 pts. Part 1 What is the Sharpe ratio of the optimal risky portfolio? 3+ decimals Submit Part 2 Attempt 1/10 for 10 pts. What is the standard deviation of a portfolio composed of 40% optimal risky portfolio and 60% risk-free asset? 3+ decimals Submit
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