Question
A portfolio has a Sharpe ratio of .80, a standard deviation of 17.4 percent, and an expected return of 15.9 percent. What is the risk-free
A portfolio has a Sharpe ratio of .80, a standard deviation of 17.4 percent, and an expected return of 15.9 percent. What is the risk-free rate?
| 1.98 percent | ||
| 2.36 percent | ||
| 2.48 percent | ||
| 3.09 percent | ||
| 3.15 percent |
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started
Elements Of Structured Finance
Authors: Ann Rutledge, Sylvain Raynes
1st Edition
0195179986, 978-0195179989
