Question

https://docs.google.com/spreadsheets/d/1HObwLKSzFvRRqF2dH6qKJn294f-703Z2/edit?usp=sharing&ouid=106485208827561335692&rtpof=true&sd=true 

g. (5 marks)

Find the weights of Singapore Airlines Limited, Qantas Airways Limited and Cathay Pacific Airlines that will provide a daily return of 0.01% with the lowest level of risk.

(Can you solve it using solver please because I've trying to use solver but the numbers came out weird. )

i. (4 marks)

If the daily risk-free rate is 0.1%, estimate the Sharpe ratio for the portfolios mentioned in parts (e), (f) and (g) and highlight the highest Sharpe ratio using conditional formatting.

Answer 1