{
  "illustrative": true,
  "description": "Hypothetical annual inputs, not historical observations or investment recommendations.",
  "assets": [
    {"name": "Investment 1", "expectedReturnPct": 5, "volatilityPct": 8},
    {"name": "Investment 2", "expectedReturnPct": 9, "volatilityPct": 20}
  ],
  "correlation": 0,
  "cashReturnPct": 3,
  "constraints": "Fully invested mixes of the two risky investments; non-negative weights; no borrowing; no fees or taxes.",
  "method": "Weighted arithmetic mean return and covariance-based portfolio volatility. Cash is the constant benchmark for the Sharpe ratio.",
  "sources": [
    "https://www.nobelprize.org/uploads/2018/06/markowitz-lecture.pdf",
    "https://web.stanford.edu/~wfsharpe/art/sr/SR.htm"
  ]
}