Question
A portfolio has a beta of 2.2 and a standard deviation of 14.5%. The portfolio has a total return of 10.72%. The market risk premium
A portfolio has a beta of 2.2 and a standard deviation of 14.5%. The portfolio has a total return of 10.72%. The market risk premium is 6.83%, while the return on the market portfolio was 12%. What is the value of Sharpe's measure for the portfolio? Round to two decimal places (Ex. 0.00).
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Crypto Asset Investing In The Age Of Autonomy
Authors: Jake Ryan
1st Edition
1119705363, 978-1119705369
