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Question 6 Assuming a risk-free rate of 4.5%, calculate the optimal weight in shares and bonds that results in an optimal Sharpe Ratio. A) 98.64%
Question 6 Assuming a risk-free rate of 4.5%, calculate the optimal weight in shares and bonds that results in an optimal Sharpe Ratio. A) 98.64% in Bonds; 1.36% in Shares B) 122.31% in Bonds; -22.31% in Shares C) 161.77% in Bonds; -61.77% in Shares D) 142.04% in Bonds; -42.04% in Shares E) 131.52% in Bonds; -31.52% in Shares
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