You need to create a long only (no shorting) portfolio of three stocks for a client. Ten years of monthly returns of these stocks (F, DIS, and CAT) are included in the below data file. The monthly risk-free rate is 0.12% or 0.0012 to match the format of the data file. You start with the base weights below:

F: 20%

DIS: 25%

CAT: 55%

PLEASE SEE ATTACHED EXCEL SPREADSHEET: https://drive.google.com/file/d/12sCforiNg0L2S9dvZcuUvN-CRylF-PEt/view?usp=sharing

Question: You decide that the best way to divide up the portfolio is to create a portfolio with the greatest Sharpe Ratio (long only). What is the greatest Sharpe Ratio you can achieve?