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Asset Amount Invested (million) wt. Return Risk (sigma) Risk (beta) CorrelCoeff (A,B) A $50.00 0.5555555556 1.2 -0.97 B $40.00 0.4444444444 1.4 $90.00 Portfoilo return Portfolio
| Asset | Amount Invested (million) | wt. | Return | Risk (sigma) | Risk (beta) | CorrelCoeff (A,B) |
| A | $50.00 | 0.5555555556 | 1.2 | -0.97 | ||
| B | $40.00 | 0.4444444444 | 1.4 | |||
| $90.00 | ||||||
| Portfoilo return | ||||||
| Portfolio risk (sigma) | ||||||
| Portfolio risk (beta) | ||||||
| Portfolio CV | ||||||
| Risk free return = | 6% | |||||
| Sharpe Ratio= | ||||||
| Treynor ratio= | ||||||
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Managing Finance A Socially Responsible Approach
Authors: D. Crowther
1st Edition
0750661011, 978-0750661010
