You have a Python baseline in portfolio baseline.py that calculates portfolio risk, return, and Sharpe ratio…
You have a Python baseline in portfolio baseline.py that calculates portfolio risk, return, and Sharpe ratio…: a task in Repo2RLEnv DataArc terminal synthesis (Envs-FORGE-linked code) (Harbor dataset). Your implementation must include three functions: - Portfolio risk : sqrt(x^T S x) where x =…
The task
Your implementation must include **three** functions: - **Portfolio risk**: `sqrt(x^T * S * x)` where x = weights, S = covariance matrix - **Portfolio return**: `x^T * r` where r = expected returns - **Sharpe ratio**: `(portfolio_return - risk_free_rate) / portfolio_risk`
Part of FineEnvs/repo2rlenv-dataarc.