rp

rf
S.Dp
y
Part A
E(Rc)
SDc

18%
8%
28%
70%

15.00% Return on Portfolio

19.60% Standard deviation of Portfolio

Part B
Proportion
Stock A
Stock B
Stock C
T-Bills

20%
35%
45%
30%

14%
25%
32%
30%
100%

Total
Part C

Sharpe Ratio (Client)

Sharpe Ratio Portfolio

0.357143
0.357143

Part D
Weight Risky Wrisk free
0
1
0.2
0.8
0.4
0.6
0.6
0.4
0.8
0.2
1
0
Part E
rp
rf
S.Dp
y
E(Rc)

18%
8%
28%
80%
16.00% Goal Seek
Proportion

Stock A
Stock B
Stock C
T-Bills

20%
35%
45%
Total

S.Dc

22.400%

16%
28%
36%
20%
100%

SDc
0%
6%
11%
17%
22%
28%

Rc
8%
10%
12%
14%
16%
18%

Part F
rp
rf
S.Dp
y
E(Rc)
S.Dc
Part g
A
rp
rf
S.Dp
y*
E(Rc)
S.Dc

Part h
rp
rf
S.Dp
y
E(Rc)
S.Dc

18%
8%
28%
64%
14.43%
18.000% Goal Seek

3.5
18%
8%
28%
0.364431
0.116443
0.102041

11%
5%
15%
50%
8.000%
7.500%

y (2nd Investor)
y
80%
SDp
0.12

20%
18%
16%
Axis Title

14%
12%
10%

Series1

8%

Linear (Series1)

6%
4%
2%
0%
0%

5%

10%

15%
Axis Title

20%

25%

30%