Question
Consider the risk-free rate over your investment period was 6%, and the market's average return was 14% with a standard deviation of 20%.If you borrow
Consider the risk-free rate over your investment period was 6%, and the market's average return was 14% with a standard deviation of 20%.If you borrow USD 1,000 and invest USD 2,000 (USD 1,000 which you borrowed and USD 1,000 of your own money) in the market, what is your Sharpe ratio for this leveraged position?
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Succeeding in Business with Microsoft Excel 2013 A Problem Solving Approach
Authors: Debra Gross, Frank Akaiwa, Karleen Nordquist
1st edition
978-1285099149, 9781285963969, 1285099141, 1285963962, 978-1285715346
