Business & Finance Assignment | Custom Assignment Help
December 10th, 2019
How to calculate the last two blanks, the standard deviation of portfolio and sharp ratio?
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1.Compute arithmetic average returns, standard deviations and correlation coefficient for stock and bond funds. You can use historical mean return and standard deviation for expected return and risks when solvStock fundBond FundMean(AVERAGE)=11.10%7.10%STD(STEDEV)=0.1682947050.095746275Correlation _Coef(CORREL)=0.026058042Rf=0.0322.Suppose your portfolio must yield an expected return of 10% and you can only invest in T-bill and stock fund, what is the proportion invested in the stock fund? What is the sharp ratio of your portfolio? (15W_rf=0.139240506W_stock=0.860759494Ret_p=10%STD_p=Sharpe=