Question: 2. Based on the article provided to you in class, compute the optimal portfolio weights of two national security markets (2) compute the SHP ratio

2. Based on the article provided to you in class, compute the optimal portfolio weights of two national security markets (2) compute the SHP ratio for each individual national market as well as your optimal international portfolio. Your international portfolio includes two national security markets: U.S. Money Market and European Stock Market. (1) Compute optimal portfolio weights for each national market (30 points). (2) Compute SHP ratio for each national market (20 points). (3) Compute SHP ratio for the optimal international portfolio (10 points). 2. Based on the article provided to you in class, compute the optimal portfolio weights of two national security markets (2) compute the SHP ratio for each individual national market as well as your optimal international portfolio. Your international portfolio includes two national security markets: U.S. Money Market and European Stock Market. (1) Compute optimal portfolio weights for each national market (30 points). (2) Compute SHP ratio for each national market (20 points). (3) Compute SHP ratio for the optimal international portfolio (10 points)

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