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momoluv25 momoluv25
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5 months ago
The expected returns for Securities ABC and XYZ are 8% and 13%, respectively. The standard deviation is 12% for ABC and 18% for XYZ. There is no relationship between the returns on the two securities. The market return is 12.5% with a standard deviation of 16%. The risk-free rate is 5%. What is the Sharpe ratio of a portfolio with 40% of the funds in ABC and 60% in XYZ?

▸ 0.51

▸ 0.47

▸ 0.75

▸ 0.93
Textbook 
Corporate Finance

Corporate Finance


Edition: 5th
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yankeesaremyjamyankeesaremyjam
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5 months ago
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momoluv25 Author
wrote...

5 months ago
Good timing, thanks!
sakoon
wrote...

Yesterday
this is exactly what I needed
karamsidhu1
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2 hours ago
Thanks
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