Question
Calculate: a) Risk-Free rate (In continuous time) b) Sharpe Ratio (annual) Note: 72 days of investing CoursHeroTranscribedText Return Risk T-Bill Average daily log-return Annualized log-return
Calculate:
a) Risk-Free rate (In continuous time)
b) Sharpe Ratio (annual)
Note: 72 days of investing
Return Risk T-Bill Average daily log-return Annualized log-return Standard deviation on daily log-returns Annualized volatility of log-returns Risk-free rate (QUOTE) 91-day T-bill Price ($) Effective Annual Yield Risk-free rate (in continuous time) Sharpe Ratio (annual) $ -0.255% -0.891% 3.001% 47.632% 0.020% 99.99 0.020%
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Fundamentals of Financial Management
Authors: Eugene F. Brigham, Joel F. Houston
15th edition
1337671002, 978-1337395250
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