Question: solve for all 4 cases w s w b E(r p ) s p Sharpe Ratio Min variance Highest Sharpe Ratio N-he: The investment opportunity

solve for all 4 cases ws wb E(rp) sp Sharpe Ratio Min variance Highest Sharpe Ratio N-he: The investment opportunity set with the stock and bond funds, plus the sharpe Ratio Note: 1. Negative weights indicate short positions N-he: The investment opportunity set with the stock and

solve for all 4 cases

	w_s	w_b	E(r_p)	s_p	Sharpe Ratio
Min variance
Highest Sharpe Ratio

N-he: The investment opportunity set with the stock and bond funds, plus the sharpe Ratio Note: 1. Negative weights indicate short positions N-he: The investment opportunity set with the stock and bond funds, plus the sharpe Ratio Note: 1. Negative weights indicate short positions

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