{"blocks": [{"key": "e4925f1c", "text": "Question", "type": "header-two", "depth": 0, "inlineStyleRanges": [], "entityRanges": [], "data": {}}, {"key": "c522b20b", "text": "Given price-return time series in a DataFrame, simulate random portfolio weights, compute expected return, volatility, Sharpe ratio, and return the weight vector that maximizes the Sharpe ratio.", "type": "unstyled", "depth": 0, "inlineStyleRanges": [], "entityRanges": [], "data": {}}], "entityMap": {}}