Question
Congratulations! Your portfolio returned 10.6% last year, 1.6% better than the market return of 9.0%. Your portfolio had a standard deviation of earnings equal to
Congratulations! Your portfolio returned 10.6% last year, 1.6% better than the market return of 9.0%. Your portfolio had a standard deviation of earnings equal to 21%, and the risk free rate is equal to 4.9%.
Calculate the Sharpe's measure for your portfolio.
If the market's Sharpe's measure is 0.39, did you do better or worse than the market from a risk/return perspective?
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Carbon Markets Or Climate Finance?
Authors: Axel Michaelowa
1st Edition
0415743435, 978-0415743433
