Using your calculations in Question 1.1, calculate the Sharpe ratio for each portfolio, assuming a risk-free rate of 2.6%.

PLEASE FILL IN ALL THE BLANK GREY CELLS IN SECTION 1.2 GIVE A CLEAR AND CONCISE % FIGURE ((AS SEEN IN GREEN) FOR ALL PORTFOLIOS.

Question 1 You are provided with five possible portfolios to select. The portfolios are made up of a combination of three assets: Share A, Share B, and REIT A. The weightings of each asset per portfolio are shown in Table 1. A portfolio risk and return calculator is provided for you to calculate the portfolio return, portfolio standard deviation, and standard deviation of the portfolio's excess re Portfolio risk and return calculator Should always sum to 100% 1 Use the asset weightings provided in Table 1 and the portfolio risk and return calculator above to calculate the following: > Portfolio return (rounded to the nearest two decimal places) > Portfolio standard deviation (rounded to the nearest two decimal places) > Standard deviation of portfolio's excess return (rounded to two decimal places) For example, include the asset weights provided in Table 1 for Portfolio 1 in the grey blocks in the portfolio risk and return calculator. The portfolio return, portfolio standard deviation, and standard deviation of portfolio's excess return for Portfolio 1 will be calculated automatically in the blue blocks. Enter the answers that appear in the blue blocks for Portfolio 1 in the grey blocks in the table below. Repeat for each of the other portfolios