Question: Opportunity Set Table Sharpe Ratio W ( NFLX ) W ( AAPL ) R (P) Var (P) St. Dev. (P) 0.3443 1 0 4.36% 0.01458

Opportunity Set Table
Sharpe Ratio W ( NFLX ) W ( AAPL ) R (P) Var (P) St. Dev. (P)
0.3443 1 0 4.36% 0.01458 12.08%
0.3516 0.9 0.1 4.12% 0.01245 11.16%
0.3584 0.8 0.2 3.89% 0.01060 10.29%
0.3635 0.7 0.3 3.66% 0.00903 9.51%
0.3657 0.6 0.4 3.42% 0.00776 8.81%
0.3632 0.5 0.5 3.19% 0.00677 8.23%
0.3537 0.4 0.6 2.95% 0.00606 7.79%
0.3354 0.3 0.7 2.72% 0.00564 7.51%
0.3080 0.2 0.8 2.49% 0.00551 7.42%
0.2727 0.1 0.9 2.25% 0.00566 7.52%
0.2327 0 1 2.02% 0.00610 7.81%
0.3657 0.6 0.4 3.42% 0.00776 8.81%
0.200% 0%

Based on the following tables and graph, how should the investor split their funds between Rf security and ORP portfolio to achieve their final combination return of 2.0%? Note that Rf = 0.2%

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