Question
FINE 2810: Analyzing Financial Markets, University of Chicago 2021 Assume your Sharpe ratio for the optimal risky portfolio computed with CAPM is 0.07 Assume your
FINE 2810: Analyzing Financial Markets, University of Chicago 2021
Assume your Sharpe ratio for the optimal risky portfolio computed with CAPM is 0.07
Assume your Sharpe ratio for the optimal risky portfolio computed with sample averages is 0.5
How might you explain the differences between these two Sharpe ratios? Why are they so different? How can you interpret this?
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Fundamentals Of Futures And Options Markets
Authors: John Hull
9th Edition
0134083245, 9780134083247
