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Looking for 10, 11, 12, & 13! 10 The Lucha Libre Equity Fund has a beta of.94 and a standard deviation of 12.2%. It has

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10 The Lucha Libre Equity Fund has a beta of.94 and a standard deviation of 12.2%. It has an expected return of 11.5%. One-year Treasury bills have returned 2.2%. What is the Sharpe Ratio of the Lucha Libre Equity Fund? (Answer in decimals rounding to the nearest 0.001) 11 The Fidelity Emerging Markets Equity Fund has a beta of 1.95 and a standard deviation of 25.8%. It has returned 18.9% during the past year when the return on one-year Treasury bills has been 3.2%. What is the Sharpe Ratio of the Fidelity Emerging Markets Equity Fund? (Answer in decimals rounding to the nearest 0.001) 12 Isaac owns a well-diversified portfolio that holds the stock of large U.S. companies. If the beta of this portfolio is 1.0, then the most appropriate benchmark for this portfolio is: 13 A bond fund manager selects the ten bonds in the fund with the lengthiest duration. The fund manager increased these bonds' weights in the fund because of expectations that yields will fall over the next six months. The results of this decision will most likely be revealed in the

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