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Use the formula (6.10} on Page 159 (see below) of the textbook to compute the optimal portfolio weights. (3 points) What is the sharp ratio

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Use the formula (6.10} on Page 159 (see below) of the textbook to compute the optimal portfolio weights. (3 points) What is the sharp ratio of the best CAL? [2 points] You manage $1000 for your client and your client wants an expected return of 10%. How much money do you invest :in each of the three funds? (3 points) 'I- 1 2 ! I - LEIT'B IrfJ USIEII'5|I'f_0305pg W :3 _ r . B EErBI rfltEErS: rfiU[E:r3 IFf+E:F5!Ff'UBU5pBS w5:1w3(.10}

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