What is formula for sharpe ratio for a two-asset portfolio, Finance Basics

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What is formula for sharpe ratio for a two-asset portfolio

Problem

What is the formula for the Sharpe Ratio for a two-asset portfolio of stocks and bonds with equal expected returns, i.e., E(RS)= E(RB), and a perfect negative correlation. Note: Show your steps. You can use XS, sS for the portfolio weight and standard deviation of stocks, and XB, sB for the portfolio weight and standard deviation of bonds.

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Finance Basics: What is formula for sharpe ratio for a two-asset portfolio

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Finance Basics: What is formula for sharpe ratio for a two-asset portfolio

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