What is the sharpe ratio of the complete portfolio

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Related to the previous question you answered... Now, assume that the standard deviation of the mutual fund portfolio is exactly 20.25% per year and a potential customer has a risk-aversion coefficient of 2.25.

What correlation between the stock and bond returns is consistent with this portfolio standard deviation?

What is the optimal allocation to the risky mutual fund (the fund with exactly 20.25% standard deviation) for this investor?

What is the expected return on the complete portfolio?

What is the standard deviation of the complete portfolio?

What is the Sharpe ratio of the complete portfolio?

Reference no: EM13673560

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