Question: Assume that your utilitu function is given. there are onLY 2 assets. find the optimal portfolio and calculate sharp ratio of optimal portfolio.(this is not
Assume that your utilitu function is given.
there are onLY 2 assets. find the optimal portfolio and calculate sharp ratio of optimal portfolio.(this is not a portfolio maximizing sharp ratio)
| DATE | A | B |
| 31/3/2016 | 2063.77 | 103.0301 |
| 2/29/2016 | 1947.13 | 102.01 |
| 1/29/2016 | 1794 | 101 |
| 12/31/2015 | 1872.75 | 100 |
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