Reading 55: Treynor-Black Model example pp. 468-471 first, only, individual, difficult, including

Dapper425

I found the lead-up to this example somewhat difficult, so I went straight to the example.
Early in the example, they calculate a ‘quick’ Sharpe ratio for the DPF portfolio, including the broad market and 3 individual stocks. But there is no weighting applied. I would expect that you must first get the security weights for the portfolio, and then calculate the Sharpe ratio.
They used equation 10, which also has no weights. It seems that this equation would hold only if the security weights are equal.
Am I missing something?