Question
Question 1 Enter the Sharpe ratio for P*, with two decimal places. Hint: recall that Expected return of a portfolio is the weighted average of
Question 1
Enter the Sharpe ratio for P*, with two decimal places. Hint: recall that Expected return of a portfolio is the weighted average of the expected returns, and variance of a portfolio = wTSw, where w is the (column) vector of portfolio weights and wT is its transpose.
Sharpe ratio: ?
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Introduction To Personal Finance Beginning Your Financial Journey
Authors: Lance Palmer, John E. Grable
2nd Edition
1119797063, 978-1119797067
