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A portfolio produces the following returns in years 1-5: Year Return (%) 1 4 2 -5 3 4 4 8 5 -1 What is the
A portfolio produces the following returns in years 1-5:
Year | Return (%) |
1 | 4 |
2 | -5 |
3 | 4 |
4 | 8 |
5 | -1 |
What is the Sharpe ratio of this portfolio, if the average risk free rate over the same time period was 3%?
Enter answer accurate to 2 decimal places.
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