Question
Asset A has an expected return of 20% and a standard deviation of 25%. The risk free rate is 10%. What is the risk-reward ratio?
Asset A has an expected return of 20% and a standard deviation of 25%. The risk free rate is 10%. What is the risk-reward ratio?
| 0.65 | ||
| 1.35 | ||
| 0.55 | ||
| 1.25 |
In a two-asset portfolio, the ________ is equal to the covariance divided by the product of the standard deviation of each asset.
| Covariance | ||
| Correlation Coefficient | ||
| Standard Deviation | ||
| Reward to Variability Ratio |
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Advanced Accounting
Authors: Joe Hoyle, Thomas Schaefer, Timothy Doupnik
10th edition
0-07-794127-6, 978-0-07-79412, 978-0077431808
