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Consider the following performance history of Stable Value mutual fund relative to the market. Stable Value Fund Date Fund Mkt 1 11% 2% 2 3%
Consider the following performance history of Stable Value mutual fund relative to the market.
Stable Value Fund
Date Fund Mkt
1 11% 2%
2 3% 3%
3 4% 6%
4 -1% 0%
The risk-free rate is 2%.
- Did Stable Value outperform the market? By how much?
- Please compare the Sharpe Ratio of Stable Value to that of the market portfolio. Which is a better investment based on the Sharpe Ratio analysis?
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Covered Calls Option Trading Strategy
Authors: Andrew P.C.
1st Edition
1549658697, 978-1549658693
