(Sharpe ratio) Ms. Johns manages a mutual fund. Her fund has an annual standard deviation of 15%....

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(Sharpe ratio) Ms. Johns manages a mutual fund. Her fund has an annual standard deviation of 15%. Her competitor is running a mutual fund with an expected return of 8% and an annual standard deviation of 10%. What should her expected return be if she would like to outperform her competitor according the Sharpe ratio?

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Principles Of Finance Wtih Excel

ISBN: 9780190296384

3rd Edition

Authors: Simon Benninga, Tal Mofkadi

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