Question
A mutual fund has a portfolio risk premium of 10% and a standard deviation of portfolio excess return of 5%. The portfolio expected return is12%
A mutual fund has a portfolio risk premium of 10% and a standard deviation of portfolio excess return of 5%. The portfolio expected return is12% and the risk-free rate of 2%.
What is the Sharpe ratio?
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Fundamentals of Financial Management
Authors: Eugene F. Brigham, Joel F. Houston
12th edition
978-0324597714, 324597711, 324597703, 978-8131518571, 8131518574, 978-0324597707
