Question
You hold 20% of your equity in Stock A, 15% of your equity in Stock B, and 65% of your equity in stock C. You
You hold 20% of your equity in Stock A, 15% of your equity in Stock B, and 65% of your equity in stock C. You rebalance and have a new position with 7.5% of your equity in Stock B. Your new position has the same sharpe ratio as your original position. Describe the weights of your new position.
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Calculus
Authors: Dale Varberg, Edwin J. Purcell, Steven E. Rigdon
9th edition
131429248, 978-0131429246
