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mahan1994 mahan1994
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7 months ago
The expected return of Security A is 12% with a standard deviation of 15%. The expected return of Security B is 9% with a standard deviation of 10%. Securities A and B have a correlation of 0.4. The market return is 11% with a standard deviation of 13% and the risk-free rate is 4%. What is the Sharpe ratio of a portfolio if 35% of the portfolio is in Security A and the remainder in Security B?

▸ 1.02

▸ 0.86

▸ 0.54

▸ 0.61
Textbook 
Corporate Finance

Corporate Finance


Edition: 5th
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jay2013jay2013
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7 months ago
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mahan1994 Author
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7 months ago
Just got PERFECT on my quiz
mambah4
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Yesterday
Smart ... Thanks!
my2redeyes
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2 hours ago
This helped my grade so much Perfect
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