Question: How to calculate this problem? Question 4 1 / 1 pts You have the following information: stock A stock B risk-free return 3% 13% 3%

How to calculate this problem?

How to calculate this problem? Question 4 1 / 1 pts You

Question 4 1 / 1 pts You have the following information: stock A stock B risk-free return 3% 13% 3% Variance 6% 20% O cov(A,B) 2.59% The optimal risky portfolio has a weight of -75.93% in A and 175.93 % in B. Compute the Sharpe Ratio of the optimal risky portfolio. 0.23

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