Chapter 13 (Sharpe Optimal Portfolio)

Chapter 13 (Sharpe Optimal Portfolio) - 0.087 CORR(S,B):...

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Data Changer Inputs: Cell: ER(S): 0.12 X_S: 0.250 STD(S): 0.15 ER(B): 0.06 ER(P): 0.075 STD(B): 0.10 STD(P):
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Unformatted text preview: 0.087 CORR(S,B): 0.10 R_f: 0.04 Sharpe Ratio: 0.402 Target Cell...
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This note was uploaded on 11/18/2011 for the course FIN 355 taught by Professor Phsiao during the Fall '08 term at S.F. State.

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