1. What is the Sharpe ratio of portfolio?

A multiple-choice question with one possible answer.(Required)

1. 2
2. 1.5
3. 0.9
4. 2.4
5. 1.3
6. 1.8

2. The expected return of the risk- and risk-free- asset portfolio is

A multiple-choice question with one possible answer.(Required)

1. 42%
2. 44%
3. 24%
4. 30%
5. 38%
6. 40%

3. The standard deviation of the risk- and risk-free- asset portfolio is

A multiple-choice question with one possible answer.(Required)

1. 34%
2. 10%
3. 30%
4. 20%
5. 15%
6. 40%

   

7. 

8. 4. Risky-asset portfolio R' expected return is

   A multiple-choice question with one possible answer.(Required)

9. 12%
10. 18%
11. 16%
12. 22%
13. 20%

14. 5. Risky-asset portfolio R' standard deviation is

    A multiple-choice question with one possible answer.(Required)

15. 14.45%
16. 10.22%
17. 8.23%
18. 11.14%
19. 16.33%
20. 12.22%

21. 6. Risky- and risk-free-asset portfolio P' expected return is

    A multiple-choice question with one possible answer.(Required)

22. 7%
23. 5%
24. 12%
25. 11%
26. 4%
27. 15%
28. 18%
29. 20%

30. 7. Risky- and risk-free-asset portfolio P' standard deviation is

    A multiple-choice question with one possible answer.(Required)

31. 10%
32. 11.23%
33. 7.78%
34. 6.75%
36. 12%
37. 4.45%
38. 5.55%

40. 8. The denominator of Sharpe ratio is the variance of the portfolio

    A question requiring a 'True/False' answer.(Required)

    True/False

    9. The numerator of Sharpe ratio is the expected return of the portfolio

    A question requiring a 'True/False' answer.(Required)

    True/False

    10. If risk premium of the portfolio decreases, holding standard deviation of the portfolio constant, Sharpe ratio will decrease.

    A question requiring a 'True/False' answer.(Required)

    TrueFalse

41. 

42. 11. Optimal risky-asset portfolio is called (Required) Portfolio

    12. If we assume that investor can borrow at risk-free interest rate, then the efficient frontier is

    A multiple-choice question with one possible answer.(Required)

43. Rf-T-B
44. Rf-T-L
45. MV-B
46. A-B

Manaba post-class test Portfolio A Expected return 0.2 Standard deviation 0.2 Risk free gov bond Rs 0.02 0 What is the Sharpe ratio of portfolio? Investor l' net wealth is 1000. If he borrow 1000 at risk-free interest rate R, and invest 2000 on portfolio A, what is the risk and expected return of this risky and risk-free assets portfolio? Post-class Manaba test 2 Step1 The expected return and standard deviation of A are Eltp=0.1, q=0.05 The expected return and standard deviation of B are E(Tp)=0.20, Op = 0.2 Investment weights are Wx=0.4 and WB = 0.6 The correlation between A and B is p=-0.5 Post-class Manaba test 2 Step 2 Assuming that R=0.01 Investment weight wr=0.4 and wrr = 0.6 Risk-free and risky assets Portfolio P'expected return is ), standard deviation is ) Erp) Bor: ow at Rf and invest at T 0.1 0.08 0.05 0.02 0.04 0.06