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Intro The return statistics for two stocks and the risk-free asset, Treasury bills, are given below: A 2 Expected return 3 Variance 4 Standard deviation
Intro The return statistics for two stocks and the risk-free asset, Treasury bills, are given below: A 2 Expected return 3 Variance 4 Standard deviation 5 Covariance B Stock A 0.094 0.1369 0.37 0.02997 C D Stock B T-bills 0.071 0.02 0.0729 0.27 Attempt 1/10 for 10 pts. Part 1 What is the Sharpe ratio of the optimal risky portfolio? 3+ decimals Submit Attempt 1/10 for 10 pts. Part 2 What is the standard deviation of a portfolio composed of 50% optimal risky portfolio and 50% risk-free asset? 3+ decimals Submit
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