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
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 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
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