Consider a risky asset with an expected return of 12% and standard deviation of 16%. Assume that the risk free rate is 3%, and that
Consider a risky asset with an expected return of 12% and standard deviation of 16%. Assume that the risk free rate is 3%, and that you allocate 70% in the risky asset and the remaining in risk-free T-Bill. Calculate the following:
- Complete Portfolios Expected Return:
- Complete Portfolios Standard Deviation:
- Risky assets Sharpe ratio:
Complete Portfolios Sharpe ratio:
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Authors: David N. Feldman
1st Edition
1118445651, 978-1118445655
