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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 $1DD for your client and your client wants an expected return of 10%. How much mone}F do you invest in each of the three funds? (3 points) - I '. 1 2 I I - .EWBIrUSIElrgI'f Uaspg WBZ- - - I - l I - I I w5:1w3[.10}

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