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42471827) ( 0.
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Moderate Risk: Match the volatility of a 65%/35% stock–bond portfolio.
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With the VaR approach, we got a return of 16.
This video is dedicated to maximizing the overall performance of a 2-asset portfolio by deriving optimum portfolio weights that maximize the Sharpe ratio.
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Assuming that the underlying asset returns are indepen.
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outperformed the classical approach based on maximizing Sharpe ratio.
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Through empirical research, obtain the optimal solution of the investment portfolio: (1) the sharpe ratio is the largest; (2) the variance is the smallest.

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Conservative Risk: Match the volatility of a 35%/65% stock–bond portfolio.