Question: how to solve part one Problem 11 Intro You have $7,000 and want to invest it in the two stocks below and the risk-free asset,

how to solve part one Problem 11 Intro You have $7,000 andhow to solve part one

Problem 11 Intro You have $7,000 and want to invest it in the two stocks below and the risk-free asset, Treasury bills: A B D 1 Stock A Stock B T-bills 2 Expected return 0.091 0.074 0.02 3 Variance 0.1521 0.0729 4 Standard deviation 0.39 0.27 5 Covariance 0.03159 Attempt 2/10 for 10 pts. Part 1 What is the Sharpe ratio of the optimal risky portfolio? 3+ decimals Submit

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