# study material on finance 35

May 14th, 2015
Studypool Tutor
Course: finance
Price: \$20 USD

Tutor description

We maximized the Sharp ratio by utilizing Solver to manipulate the weights of each stock

Word Count: 649
Showing Page: 1/2
1. We maximized the Sharp ratio by utilizing Solver to manipulate the weights of each stock in the portfolio subject to the constraint that the weights of all three stocks add to 100%. The maximum ratio was 1.107 and the weights for UTX, DAL, and LUV were 78%, -59%, and 81% respectively. This resulted in a portfolio mean of 42.4% with a standard deviation of 34.7%.2. We maximized the Sharp ratio by utilizing Solver to manipulate the weights of each stock in the portfolio subject to the constraint that the weights of all three stocks add to 100%, and the constraint that no stock's weight could

## Review from student

Studypool Student
" 10/10 would recommend. Responsive and helpful. "

1822 tutors are online

Brown University

1271 Tutors

California Institute of Technology

2131 Tutors

Carnegie Mellon University

982 Tutors

Columbia University

1256 Tutors

Dartmouth University

2113 Tutors

Emory University

2279 Tutors

Harvard University

599 Tutors

Massachusetts Institute of Technology

2319 Tutors

New York University

1645 Tutors

Notre Dam University

1911 Tutors

Oklahoma University

2122 Tutors

Pennsylvania State University

932 Tutors

Princeton University

1211 Tutors

Stanford University

983 Tutors

University of California

1282 Tutors

Oxford University

123 Tutors

Yale University

2325 Tutors