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can you please do all 4 parts Niki Malone's portfolio earned a return of 11.6% during the year just ended. The portfolio's standard deviation of
can you please do all 4 parts
Niki Malone's portfolio earned a return of 11.6% during the year just ended. The portfolio's standard deviation of return was 14.5%. The risk-free rate is currently 6.1%. During the year, the return on the market portfolio was 9.2% and its standard deviation was 9.9%. a. Calculate Starpe's measure for Nki Malone's portfolio for the year just ended. b. Compare the performance of Niki's portfolio found in part a to that of Hector Smitti's portiflio, which has a Sharpe's measure of 0.477. Which portfolio performed better? Why? c. Calculate Sharpe's measure for the market portfolio for the year just ended. d. Use your findings in parts a and c to discuss the performance of Niki's portfolio relative to the market during the year just ended. a. The Sharpe's measure for Niki Malone's portfolio for the year just ended is (Round to three decimal places.) Step by Step Solution
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