Question
Go to Morningstar.com Look up the annual returns of FSUTX from 2006 to 2016. Look up the annual returns of XLU from 2006 to 2016.
Go to Morningstar.com
Look up the annual returns of FSUTX from 2006 to 2016.
Look up the annual returns of XLU from 2006 to 2016.
Compute the average annual return of each (you can use excel).
Compute the geometric average annual return of each (you can use excel).
Compute the standard deviation of the returns for each (you can use excel).
Assuming an average risk free rate of 1% over the 2006-2015 time period compute the Sharpe ratio of each.
What would a rational investor do?
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The Oxford Handbook Of Credit Derivatives
Authors: Alexander Lipton, Andrew Rennie
1st Edition
0199546789, 978-0199546787
