study material on finance 35

May 14th, 2015
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We maximized the Sharp ratio by utilizing Solver to manipulate the weights of each stock

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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

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