Using Solver, find weights that maximize each portfolios Sharpe Ratio, subject to these constraints:

Each weight must be >=5%;

The weights must sum to 100%.

Mea odified Sharpe Ratio Median 0.69% 0.27% 0.21% 0.11% 0.26% 0.14% 8.85% 2.79% 6.90% 3.64% 3.70% 1.06% 7.74% 9.54% 3.05% 3.09% 6.98% 13.68% 0.03% 0.14% 0.00% 0.32% 0.32% 0.11%