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A portfolio consists of the following two funds: Fund A Fund B Expected Return 16 % 9 % Standard deviation 21 % 11 % Portfolio
A portfolio consists of the following two funds:
| Fund A | Fund B | |||
| Expected Return | 16 | % | 9 | % |
| Standard deviation | 21 | % | 11 | % |
| Portfolio market value | $27,000 | $33,000 | ||
| Weight | 45 | % | 55 | % |
| Correlation (RA,RB) | .21 | |||
| Risk-free rate | 2.5 | % | ||
What is the Sharpe ratio of the portfolio?
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Electronic Waste An Actual Gold And Silver Mine
Authors: Antonio Alcivar
1st Edition
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