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
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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