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What is the Sharpe measure of your resulting complete portfolio in problem 6 ? Note that the Sharpe Ratio is usually expressed as a decimal.
What is the Sharpe measure of your resulting complete portfolio in problem Note that the Sharpe Ratio is usually expressed as a decimal. Enter your answer rounded to two decimal places. For example, if your answer is then enter as in the answer box.
Problem : You invest $ in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of and a standard deviation of and a treasury bill with a rate of return of How much money should be invested in the risky asset to form a portfolio with an expected return of Enter your answer rounded to two decimal places. Answer:
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