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Asset Expected Return Standard Deviation F (risk-free asset) 3% -- A (risky asset) 6.95% 16.80% I create CAL from risk-free asset, F, and risky asset,
| Asset | Expected Return | Standard Deviation |
| F (risk-free asset) | 3% | -- |
| A (risky asset) | 6.95% | 16.80% |
I create CAL from risk-free asset, F, and risky asset, A.
The Sharpe ratio of CAL is _______________.
(round your answer to 3 decimals)
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Commodity Trade And Finance
Authors: Michael Tamvakis
2nd Edition
041573245X, 978-0415732451
