Question
A portfolio consists of the following two funds: Fund A Fund B Expected return 20% 15% Standard deviation 25% 10% Portfolio market value $25,000 $15,000
A portfolio consists of the following two funds:
|
| Fund A | Fund B |
| Expected return | 20% | 15% |
| Standard deviation | 25% | 10% |
| Portfolio market value | $25,000 | $15,000 |
| Correlation (rA, rB) | 0.30 |
|
| Risk-free rate | 4% |
|
What is the Sharpe ratio of the portfolio?
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Dividend Policy On Share Price Volatility In Indian Stock Market
Authors: Vijay Deswal
1st Edition
3841859623, 978-3841859624
