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Calculate the Sharpe ratio for all assets within the table and an equally weighted portfolio of ABC. In which of these assets would you invest

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Calculate the Sharpe ratio for all assets within the table and an equally weighted portfolio of ABC. In which of these assets would you invest in?

A Treasury 1 1 1 B 12 5 -5 UN 5 -5 12 Market Index 2 4 1 -3 4 5 1 1 12 -5 3 2 1 3 1 1 1 2 3 5 A Treasury 1 1 1 B 12 5 -5 UN 5 -5 12 Market Index 2 4 1 -3 4 5 1 1 12 -5 3 2 1 3 1 1 1 2 3 5

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