Problem 11 I am interested in building a portfolio of stocks and bonds... a very convenient way is to invest in two ETFs (Exchange Traded Funds). Let's choose VTI and VGLT as the ETFs. What allocation between the two assets gives you the best Sharpe Ratio? If you decide on a 50-50 allocation, what is the probability you will get a return larger than 1% next month? (You will need to get data on this... use monthly returns in the last 5 years. Yahoo Finance is a great resource!)