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What is the sharpe ratio of the tangency portfolio

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Assume the risk-free rate is 2.50%. Using the stock and bond portfolios from problem 1, what is the bond weight in the tangency portfolio formed by creating the optimal risky portfolio from this stock and bond portfolio?

Using the information from problem 3, what is the Sharpe ratio of the tangency portfolio formed by creating the optimal risky portfolio from this stock and bond portfolio?

Reference no: EM132465926

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