Intro You have $8,000 and want to invest it in the two stocks below and...
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Intro You have $8,000 and want to invest it in the two stocks below and the risk-free asset, Treasury bills: A B D Stock A Stock B T- bills 2 Expected return 0.098 0.062 0.02 3 Variance 0.1444 0.0729 4 Standard deviation 0.38 0.27 5 Covariance 0.03078 Part 1 | Attempt 1/10 for 10 pts. What is the Sharpe ratio of the optimal risky portfolio? 3+ decimals Submit Part 2 | Attempt 1/10 for 10 pts. What is the standard deviation of a portfolio composed of $4,800 optimal risky portfolio and $3,200 risk-free asset? 3+ decimals Submit Part 3 |Attempt 1/10 for 10 pts. Still assuming a portfolio composed of $4,800 optimal risky portfolio and $3,200 risk-free asset, how much money should you invest in stock B (in $)? 0+ decimals Submit
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