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Excess Returns over the risk free rate Month A B M 1 0,67 3,72 -1,56 2 1,69 3,31 -2,08 3 12,37 7,26 3,67 4 0,32
Month | A | B | M |
1 | 0,67 | 3,72 | -1,56 |
2 | 1,69 | 3,31 | -2,08 |
3 | 12,37 | 7,26 | 3,67 |
4 | 0,32 | 0,15 | -6,14 |
5 | 3,65 | 4,17 | -0,91 |
6 | -14,55 | -0,98 | -7,25 |
7 | -2,71 | -0,61 | -7,90 |
8 | 2,28 | 4,39 | 0,49 |
9 | -13,53 | -3,52 | -11,00 |
10 | 16,91 | 10,46 | 8,64 |
11 | 7,05 | 8,53 | 5,71 |
12 | -8,99 | 0,46 | -6,03 |
13 | 0,50 | 3,08 | -2,74 |
14 | -5,48 | 3,30 | -1,70 |
15 | -1,05 | 4,88 | 0,84 |
16 | 14,19 | 9,87 | 8,10 |
17 | 10,04 | 8,24 | 5,09 |
18 | 0,37 | 4,86 | 1,13 |
19 | 5,91 | 5,52 | 1,62 |
20 | 1,99 | 5,81 | 1,79 |
21 | 0,00 | 3,85 | -1,19 |
22 | 4,40 | 7,93 | 5,50 |
23 | -2,62 | 4,83 | 0,71 |
24 | 5,74 | 7,90 | 5,08 |
25 | 7,49 | 5,86 | 1,73 |
26 | 3,04 | 5,56 | 1,22 |
27 | -2,73 | 3,25 | -1,64 |
28 | -5,60 | 3,11 | -1,68 |
29 | 3,57 | 5,19 | 1,21 |
30 | 1,54 | 6,03 | 1,80 |
31 | -2,20 | 2,20 | -3,43 |
32 | -0,46 | 4,53 | 0,23 |
33 | 2,89 | 5,13 | 0,94 |
34 | 3,35 | 5,07 | 1,40 |
35 | 4,99 | 7,32 | 3,86 |
36 | 1,19 | 7,10 | 3,25 |
Month | A | B | M |
1 | 0,67 | 3,72 | -1,56 |
2 | 1,69 | 3,31 | -2,08 |
3 | 12,37 | 7,26 | 3,67 |
4 | 0,32 | 0,15 | -6,14 |
5 | 3,65 | 4,17 | -0,91 |
6 | -14,55 | -0,98 | -7,25 |
7 | -2,71 | -0,61 | -7,90 |
8 | 2,28 | 4,39 | 0,49 |
9 | -13,53 | -3,52 | -11,00 |
10 | 16,91 | 10,46 | 8,64 |
11 | 7,05 | 8,53 | 5,71 |
12 | -8,99 | 0,46 | -6,03 |
13 | 0,50 | 3,08 | -2,74 |
14 | -5,48 | 3,30 | -1,70 |
15 | -1,05 | 4,88 | 0,84 |
16 | 14,19 | 9,87 | 8,10 |
17 | 10,04 | 8,24 | 5,09 |
18 | 0,37 | 4,86 | 1,13 |
19 | 5,91 | 5,52 | 1,62 |
20 | 1,99 | 5,81 | 1,79 |
21 | 0,00 | 3,85 | -1,19 |
22 | 4,40 | 7,93 | 5,50 |
23 | -2,62 | 4,83 | 0,71 |
24 | 5,74 | 7,90 | 5,08 |
25 | 7,49 | 5,86 | 1,73 |
26 | 3,04 | 5,56 | 1,22 |
27 | -2,73 | 3,25 | -1,64 |
28 | -5,60 | 3,11 | -1,68 |
29 | 3,57 | 5,19 | 1,21 |
30 | 1,54 | 6,03 | 1,80 |
31 | -2,20 | 2,20 | -3,43 |
32 | -0,46 | 4,53 | 0,23 |
33 | 2,89 | 5,13 | 0,94 |
34 | 3,35 | 5,07 | 1,40 |
35 | 4,99 | 7,32 | 3,86 |
36 | 1,19 | 7,10 | 3,25 |
What is the Sharpe ratio for portfolio A? Round off your answer to three digits after the decimal point, as in 1.234.
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