|
Title: Ella's portfolio has a beta of 1.34 and a standard deviation of 16.4%. The portfolio has a total ... Post by: aznmistyblue on Mar 21, 2022 Ella's portfolio has a beta of 1.34 and a standard deviation of 16.4%. The portfolio has a total return of 14.8%. The market risk premium is 8.5%, while the return on the market portfolio was 12.0%. What is the value of Sharpe's measure for Ella's portfolio?
▸ 0.21 ▸ 0.38 ▸ 0.69 ▸ 0.90 Title: Ella's portfolio has a beta of 1.34 and a standard deviation of 16.4%. The portfolio has a total ... Post by: twnklstr on Mar 21, 2022 Content hidden
|