Intro

The following are the returns of a portfolio.

-7%

14%

13%

19%

7%

20%

23%

-9%

26%

16%

Attempt 1/1

Part 1

What is the compound annual growth rate of the portfolio?

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Attempt 1/1

Part 2

Using the arithmetic average of the returns above, what is the Sharpe Ratio of the portfolio if the risk-free rate is 2%?

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Attempt 1/1

Part 3

An investor is targeting a 16% standard deviation. Using past returns as guidance, what percentage of the investor's assets should be invested in the portfolio?

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Attempt 1/1

Part 4

What is the Sharpe ratio of the complete portfolio created in Part 3 above?