Question
2. JP Morgan Asset Management, last year created a well-diversified portfolio of 45 stocks. It had a rate of return of 15% and 6.25%variance. The
2. JP Morgan Asset Management, last year created a well-diversified portfolio of 45 stocks. It had a rate of return of 15% and 6.25%variance. The T-bills rates were 4.5% in the US. Calculate the Sharpe ratio of this portfolio and comment on your answer.
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Day Trading Strategies And Risk Management
Authors: Richard N. Williams
1st Edition
979-8863610528
