Question: Using the weekly data in the excel file provided for SPY and BND adjusted closing prices from Jan 1 , 2 0 2 4 to
Using the weekly data in the excel file provided for SPY and BND adjusted closing prices from Jan
to Sep Calculated the correlation between the two ETFs.
Assume the weekly risk free rate is Using weight increments, find the mix of the two
ETFs that will provide the best Sharpe ratio.
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