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Use the following information to answer the next 4 questions. A portfolio consists of the assets in the table: Asset Shares Price K 400 880

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Use the following information to answer the next 4 questions. A portfolio consists of the assets in the table: Asset Shares Price K 400 880 23% 10% 9% B 100 840 19% The rate of return on the risk-free asset is 4%. 32. What is the weight on asset A? A) 88.89% B) 50.51% C) 0.45% D) 75.00% E) 5.00% 33. What is the weight on asset B? A) 0.45% B) 75.00% C) 50.51% D) 5.00% E) 11.11% 34. What is the Sharpe Ratio of asset A? A) 0.15 B) 0.78 C) 2.32 D) 1.90 E) 1.13 35. What is the Sharpe Ratio of asset B? A) 0.40 B) 1.67 C) 0.88 D) 1.14 E) 1.06 Oslobodno

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