This document discusses optimizing a portfolio using the Sharpe ratio. It provides average returns, standard deviations, and Sharpe ratios for several stocks and a portfolio. The optimal portfolio composition was found to be 49.48% in TSPC stock, 20.13% in UNVR stock, and 30.39% in KLBF stock, with an expected return of 3.00% and Sharpe ratio of 0.30. Monthly return data for the stocks and portfolio from January 2011 to October 2012 is also presented.
This document discusses optimizing a portfolio using the Sharpe ratio. It provides average returns, standard deviations, and Sharpe ratios for several stocks and a portfolio. The optimal portfolio composition was found to be 49.48% in TSPC stock, 20.13% in UNVR stock, and 30.39% in KLBF stock, with an expected return of 3.00% and Sharpe ratio of 0.30. Monthly return data for the stocks and portfolio from January 2011 to October 2012 is also presented.
This document discusses optimizing a portfolio using the Sharpe ratio. It provides average returns, standard deviations, and Sharpe ratios for several stocks and a portfolio. The optimal portfolio composition was found to be 49.48% in TSPC stock, 20.13% in UNVR stock, and 30.39% in KLBF stock, with an expected return of 3.00% and Sharpe ratio of 0.30. Monthly return data for the stocks and portfolio from January 2011 to October 2012 is also presented.