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  3. 2. the sharpe ratio of a portfolio p is defined as

2. The Sharpe Ratio of a portfolio P is defined as VVar(Kp) where Kp is...

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2. The Sharpe Ratio of a portfolio P is defined as VVar(Kp) where Kp is the return and r is the risk free rate of return. Find the weights which maximize the Sharpe ratio. 2. The Sharpe Ratio of a portfolio P is defined as VVar(Kp) where Kp is the return and r is the risk free rate of return. Find the weights which maximize the Sharpe ratio

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