Question: S&P 500 Gold Average Annual Return 9.38% 7.40% Standard Deviation of Annual Returns 16.21% 23.42% Return Correlation(S&P,Gold) 1.10% Equal-weighted Portfolios: Calculate the expected returns and

S&P 500 Gold Average Annual Return

9.38% 7.40%

Standard Deviation of Annual Returns

16.21% 23.42%

Return Correlation(S&P,Gold) 1.10%

  1. Equal-weighted Portfolios: Calculate the expected returns and standard deviations of the equal-weighted portfolio that invests 50% and 50% in the two risky securities (S&P and Gold). What is its Sharpe Ratio?
  2. Please show me the calculation.

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