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  3. 5) the following is a portfolio of assets owned by

5) The following is a portfolio of assets owned by a client. A Corp. and...

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5) The following is a portfolio of assets owned by a client. A Corp. and B Corp, have a correlation of -0.3 Standard Asset Amount Invested Expected Return Deviation A Corp $1000 10.00% 20.00% B Corp $6000 15.00% 30.00% Risk-Free -$1000 1.00% 0.00% Calculate the Expected Return of the portfolio. Calculate the standard deviation of returns for the portfolio. Calculate the Sharpe Ratio for this portfolio. Suppose the market (S&P 500) is currently expected to return 12% and the standard deviation of returns is 25%. What is the Sharpe Ratio for the market? Based on this information is the portfolio of the client doing well relative to the market or not

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