Question
Asset A has an expected return of 10%, a standard deviation of 12% and variance of 144 percent squared. The risk-free rate is 3% and
Asset A has an expected return of 10%, a standard deviation of 12% and variance of 144 percent squared. The risk-free rate is 3% and inflation is expected to be 2%. What is the assets Sharpe ratio? A. 0.58 B. 9.75 C. 1.2 D. 0.83
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Modern Financial Markets Prices, Yields, And Risk Analysis
Authors: Mark Griffiths, Drew Winters, David W Blackwell
1st Edition
0470000104, 9780470000106
