In: Finance
I am given:
Risk-free rate | 6.0000% |
First Stock Return | 7.0000% |
Second Stock Return | 10.0000% |
First Stock Standard Deviation | 15.0000% |
Second Stock Standard Deviation | 20.0000% |
Stock Corelation | 30.0000% |
Target Return | 7.5000% |
I need to find:
Risky Weight 1 |
Risky Weight 2 |
Expected Return |
Varience |
Standard Devation |
Sharpe Ratio |
How do I find Risky weight one and two?
These are the given formulas: