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A portfolio consists of the following two funds. Fund A Fund B Expected return 16% 9% Standard deviation 26% 11% Portfolio market value $24,000 $16,000
A portfolio consists of the following two funds.
| Fund A | Fund B | |
| Expected return | 16% | 9% |
| Standard deviation | 26% | 11% |
| Portfolio market value | $24,000 | $16,000 |
| Correlation (RA,RB) | .28 | |
| Risk-free rate | 4% |
What is the Sharpe ration of the portfolio?
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Strategy Mapping For Learning Organizations Building Agility Into Your Balanced Scorecard
Authors: Phil Jones
1st Edition
0566088118,1409459292
