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You have $50,000 to invest. You've done some security analysis and generated the following data for two stocks and Treasury bills: Part 1 Attempt 1/10
You have $50,000 to invest. You've done some security analysis and generated the following data for two stocks and Treasury bills: Part 1 Attempt 1/10 for 10 pts. What is the weight of stock A in the optimal risky portfolio (ORP)? Part 3 Attempt 1/10 for 10 pts. What is the standard deviation of the optimal risky portfolio? Part 4 Attempt 1/10 for 10 pts. What is the Sharpe ratio of your complete portfolio? Part 5 Attempt 1/10 for 10 pts. How much money do you have to invest in stock B to achieve this Sharpe ratio (in \$)
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