24. Given the following information: Realized return = 8.5% Risk-free rate of return = 3.2% Standard deviation

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24. Given the following information:

Realized return = 8.5%

Risk-free rate of return = 3.2%

Standard deviation of realized returns = 5%

Minimum acceptable return = 4.2%

Standard deviation of below the minimum acceptable return = 3%

Calculate the following ratios:

a. Sharpe ratio

b. Sortino ratio

c. Information ratio

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Related Book For  book-img-for-question

Foundations Of Global Financial Markets And Institutions

ISBN: 9780262039543

5th Edition

Authors: Frank J. Fabozzi, Frank J. Jones, Francesco A. Fabozzi, Steven V. Mann

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