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would be nice if you would show a way yo calculate that! Assume that the risk-free rate of retum is 5% and the tangency portfolio

would be nice if you would show a way yo calculate that!

Assume that the risk-free rate of retum is 5% and the tangency portfolio - on the Capital Allocation Line (CAL) - has an expected return of 15% and a standard deviation of 20%. a) How should you invest $200,000 if you are only willing to accept a total portfolio risk (standard deviation) of 16%? b) What is the Sharpe ratio of your investment

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