The expected returns of Deutsche Bank, Google, and GM are 8%,9%,… The expected returns of Deutsche Bank, Google, and GM are 8%,9%, and 12%, respectivel

The expected returns of Deutsche Bank, Google, and GM are 8%,9%,… The expected returns of Deutsche Bank, Google, and GM are 8%,9%, and 12%, respectively. Furthermore, the variances of these three stocks are 0.04, 0.06, and 0.08, respectively. The three stocks are uncorrelated. The risk-free rate is 4%.Calculate the Tangency portfolio weights of these three stocks and the mean, standard deviation, and Sharpe ratio of the Tangency portfolio (T). WhyIf my risk aversion dictates that I am willing to only face a 10% standard deviation, what investment portfolio would you suggest I invest in? (be specific) What is the maximum Sharpe ratio I can achieve if I am only willing to face a 10% standard deviation? What is the expected return on this portfolio? Why Business Finance UGBA MISC Share QuestionEmailCopy link Comments (0)

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The expected returns of Deutsche Bank, Google, and GM are 8%,9%,…          The expected returns of Deutsche Bank, Google, and GM are 8%,9%, and 12%, respectively. Furthermore, the variances of these three stocks are 0.04, 0.06, and 0.08, respectively. The three stocks are uncorrelated. The risk-free rate is 4%.Calculate the Tangency portfolio weights of these three stocks and the mean, standard deviation, and Sharpe ratio of the Tangency portfolio (T). WhyIf my risk aversion dictates that I am willing to only face a 10% standard deviation, what investment portfolio would you suggest I invest in? (be specific) What is the maximum Sharpe ratio I can achieve if I am only willing to face a 10% standard deviation? What is the expected return on this portfolio? Why                                                            Business                                                Finance                            UGBA MISC                                                                      Share QuestionEmailCopy link                              Comments (0)

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