One Risky Asset, One Risk-Free Asset


\text{Fraction invested in risky asset: }{{ params.riskyWeight | percentage:0 }}


\text{Maximum leverage: }{{ params.maxLeverage/100 | percentage:0 }}


\text{Portfolio }P:

\mu = {{ params.riskyWeight | number:2 }} \times {{ params.mean | number:3 }} + (1 - {{ params.riskyWeight | number:2 }}) \times {{ params.riskFreeReturn | number:3 }} = {{ (1-params.riskyWeight)*params.riskFreeReturn + params.riskyWeight*params.mean | number:3 }}

\sigma = {{ params.riskyWeight | number:2 }} \times {{ params.stDev | number:3 }} = {{ params.riskyWeight*params.stDev | number:3 }}