#### Sergio Guerrero

##### New Member

Hi:

Is it possible to find out the standard deviation and expected return of the market portfolio by setting the first derivative of the Sharpe-ratio equal to “0”and solving for the weight of the first asset? And if so, is there an easier way? Thank you,

I attached a word document because could not paste the formula

Is it possible to find out the standard deviation and expected return of the market portfolio by setting the first derivative of the Sharpe-ratio equal to “0”and solving for the weight of the first asset? And if so, is there an easier way? Thank you,

I attached a word document because could not paste the formula

**Note from Nicole: I added the image to your post for you @Sergio Guerrero**#### Attachments

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