Good night,
On exercise 12 a) I can't seem to understand the formula used to calculate the weights (to further obtain the sharpe ratio).
If an explanation on this topic could be provided I would be thankful.
Ana Rita
Hi, Ana,
The calculation is applied directly, you can find it below, and on slide 28 of the Capital Allocation set. Let me know if this is still not making sense to you.
The calculation is applied directly, you can find it below, and on slide 28 of the Capital Allocation set. Let me know if this is still not making sense to you.
Best,
Diogo
Hi!,
Makes sence. Thank you!
Ana Rita
Makes sence. Thank you!
Ana Rita