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solve for the weights of the optimal risky portfolio by maximizing sharpe ratio andbusing calculus as shown in thenphoto below. the final answer should come
solve for the weights of the optimal risky portfolio by maximizing sharpe ratio andbusing calculus as shown in thenphoto below. the final answer should come out to be the equation at the bottom of the oage. show all calculus steps 
maxshorperotwoPSp=E(rP)rfsebjecttoE+D=1E(rP)=EE(rE)+DE(rD)P=E2E2+D2D2+2DEEEDD Given this information, solve for the weights E and D using calculus. Snow ALL wark Final answer should arrive at: D=[E(rD)rF]E2+[E(rE)rF]D2[E(rD)rP+E(rE)rF]DEDE[E(rD)rP]E2[E(rE)rf]DEPDEB=1D
solve for the weights of the optimal risky portfolio by maximizing sharpe ratio andbusing calculus as shown in thenphoto below. the final answer should come out to be the equation at the bottom of the oage. show all calculus steps
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Entrepreneurial Finance Strategy, Valuation, And Deal Structure
Authors: Janet Smith, Richard Smith, Richard Bliss
1st Edition
0804770913, 9780804770910
