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Hi:
Is it possible to find out the standard deviation and expected return of the market portfolio by setting the first derivative of the Sharperatio 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
Is it possible to find out the standard deviation and expected return of the market portfolio by setting the first derivative of the Sharperatio 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
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