Find the sharpe ratio

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Reference no: EM133069376

Find the Sharpe Ratio of the Following Tech Portfolio. Use stock data from tidyquant package, use the contrafund.csv (Links to an external site.) to get the data for the risk free rate.

Stocks: Facebook (FB), Amazon (AMZN), Microsoft (MSFT), Google (GOOGL)

Weights: 30%, 20%, 10%, 40%

Date Range: 1st Jan 2017- 31st December 2017

Also, did this portfolio outperform the market in the same year? (Hint: Use the cumulative returns of the market and portfolio for this period)

Reference no: EM133069376

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