Question: Using the data from problem 5, what is the Sharpe Ratio of the tangency portfolio formed by creating the optimal risky portfolio from this stock
Using the data from problem 5, what is the Sharpe Ratio of the tangency portfolio formed by creating the optimal risky portfolio from this stock and bond portfolio? Note that the Sharpe Ratio is shown as a number rather than a percentage. Enter your answer rounded to two decimal places. For example, if your answer is 123.45% or 1.2345 then enter as 1.23 in the answer box.
Problem 5: Using the data from problem 3 where the riskfree rate is 2.25%, what is the stock weight of the tangency portfolio formed by creating the optimal risky portfolio from this stock and bond portfolio? Enter your answer rounded to two decimal places. Do not enter % in the answer box. For example, if your answer is 0.12345 or 12.345% then enter as 12.35 in the answer box.
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