1. Calculate the Sharpe Ratio for the portfolio below. Assume a risk free rate of 1.5%. Assume log returns so that you do not have to worry about issues with compounding. (Answer in decimals to the nearest third decimal, so 0.000)

Year	Return
1	-1.80%
2	3.50%
3	7.20%
4	-11.60%
5	19.50%
6	6.00%

2.

Calculate the Sharpe Ratio for the portfolio below. Assume a risk free rate of 1.5%. Assume log returns so that you do not have to worry about issues with compounding. (Answer in decimals to the nearest third decimal, so 0.000)

Year	Return
1	3.50%
2	5.50%
3	7.50%
4	1.30%
5	6.50%
6	8.10%

3.

An investment portfolio has an expected return of 6.5% and a standard deviation of returns of 7.5%. The risk free rate is 2.5%. What has the biggest impact on the portfolios Sharpe Ratio?

Group of answer choices

a. A 0.75% (linear) increase in the expected return

b. A 1.00% (linear) decrease in the risk free rate

c. A 1.00% (linear) decrease in the standard deviation

d. Not enough information is given.