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Returning to Problem 38 assume you follow your broker s advice

Returning to Problem 38, assume you follow your broker’s advice and put 50% of your money in the venture fund.

a. What is the Sharpe ratio of the Tanglewood Fund?

b. What is the Sharpe ratio of your new portfolio?

c. What is the optimal fraction of your wealth to invest in the venture fund?

a. What is the Sharpe ratio of the Tanglewood Fund?

b. What is the Sharpe ratio of your new portfolio?

c. What is the optimal fraction of your wealth to invest in the venture fund?

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