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jakoby Investments has earned the following returns on its four asset classes along with their standard deviations. If the risk free security returned 3.5% during
jakoby Investments has earned the following returns on its four asset classes along with their standard deviations. If the risk free security returned 3.5% during the same year, which asset class had the best risk-return profile?
Asset Class | Return | SD |
Large Stocks | 9.55% | 24.3% |
Real Estate | 10.52% | 21.3% |
Govt. Bonds | 6.27% | 8.4% |
Private Equity | 15.6% | 31.4% |
A) Large Stocks
B) Govt. Bonds
C) Private Equity
D) Real Estate
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