Question: 1.Find the expected return, standard deviation and Sharpe ratio for an equally weighted portfolio composed of the assets in scenario.set . Use a risk free

1.Find the expected return, standard deviation and Sharpe ratio for an equally weighted portfolio composed of the assets in scenario.set . Use a risk free rate of 0.0001 for all questions in this assignment.

2.Find the expected return, standard deviation and Sharpe ratio for the optimal portfolio composed of the assets in scenario.set

3.Find the optimal portfolio composition for someone with risk aversion A=2, using the riskless asset and the equally weighted portfolio. What is the expected return and SD of this complete portfolio?

4.Find the optimal portfolio composition for someone with risk aversion A=2, using the riskless asset and the tangency portfolio . What is the expected return and SD of this complete portfolio?

5.Enter these answers into the Optimal Portfolio in R quiz.

ALL I NEED ARE THE FORMULAS FOR EACH... TYPE AS IF YOU WERE INSERTING IT INTO R STUDIO (R coding).

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