Business
Business, 25.02.2020 03:47, 66468

You would like to invest in Ford and Apple stock. Ford has an expected return of 5% and a standard deviation of 32%. Apple has an expected return of 10% and a standard deviation of 25%. They have a correlation of 0.20 and a co-variance of 1.60%. Assume the risk free rate is 0%. If you put 50% of your wealth in each asset, what will be the Sharpe Ratio of your portfolio?

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You would like to invest in Ford and Apple stock. Ford has an expected return of 5% and a standard d...

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