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You determine the optimal weights in a two-risky-asset portfolio is 55.43% in VTSAX and 44.57%...

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Finance

You determine the optimal weights in a two-risky-asset portfolio is 55.43% in VTSAX and 44.57% in VEMAX. What is the (a) expected return, (b) risk, and (c) Sharpe ratio for this RISKY portfolio? The E(R) and SD of VTSAX is 18.00% and 50.00%. The E(R) and SD of VEMAX is 8.00% and 30.00%, and the correlation is 0.1. The risk-free rate is 3.00%. Give at least two decimal places (i.e., 50.12%).

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