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When solving for the Sharpe Ratio for a portfolio of two stocks, you can find the weight of the second stock by subtracting weight 1
When solving for the Sharpe Ratio for a portfolio of two stocks, you can find the weight of the second stock by subtracting weight 1 from 1. Weight 2 = (1-weight1). How would I do this when using a portfolio of 5 stocks?
I am using excel so I'm trying to find a way to have all five weights add up to 100% without going over so that I can use solver.
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