Sharpe ratio is a risk-related ratio used a lot in the financial industry, it is used to measure the return of the portfolio with respect to the risk involved for the underlying security(ies), the greater the sharpe, the better it is.

Sa → Sharpe Ratio, Ra → Return of security, Rb → Risk free return, 𝜎 → Volatility

You can access the dataset here, read up about sharpe ratio and how is it calculated and how is a portfolio constructed, what you need to do is pick any 3 assets (no more than 3) and find how much weightage should you give to each asset so that you get the maximum Sharpe ratio. To optimise your workflow, we’d prefer for you guys to use Python, R, or any other coding language. You can use excel and g-sheets BUT only to calculate volatility, not to solve for sharpe.