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You are given two risky assets A and B and a risk-free asset. Asset A has expected return μ_A = 12 %, standard deviation σ_A = 20 %; asset B has μ_B = 8 %, σ_B = 15 %. The correlation between the two risky returns is ρ = 0.3 and the risk-free rate is r_f = 3 %. You can combine the two risky assets in any proportion (long only) and then lever or de-lever the resulting portfolio with the risk-free asset. Find the weights w in the risky assets that maximize the Sharpe ratio of the overall portfolio. Express the answer as the fraction w invested in asset A (the remainder 1-w in asset B) and report the maximum Sharpe ratio achieved.