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Consider a portfolio investment consisting of 40% invested in MTN, 60 Consider a portfolio investment consisting of 40% invested in MTN, 60% invested in Multichoice

Consider a portfolio investment consisting of 40% invested in MTN, 60

Consider a portfolio investment consisting of 40% invested in MTN, 60% invested in Multichoice Expected return; MTN = -0.0020 Multichoice= 0.0033 Variance; MTN = 0.000447561 Multichoice = 0.001247259 Standard deviation; MTN= 0.0212 Multichoice= 0.0353

3.1 Given that the risk free rate is 0.0002. Calculate the Sharpe ratio for the portfolio

3.2 Interpret the Sharpe ratio calculated in 3.1

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