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Match the Sharpe ratio with the investor! For all cases, the risk free T-bill for investments yields 5% and the borrowing rate is 8% -

Match the Sharpe ratio with the investor!

For all cases, the risk free T-bill for investments yields 5% and the borrowing rate is 8%

- A. B. C. D.

Adele is investing 150% of her portfolio in an ETF with E(r)=12% and standard deviation of 24%.

- A. B. C. D.

Jane is investing 67% of her portfolio in an ETF with E(r)=12% and standard deviation of 24%.

- A. B. C. D.

Edward is investing 200% of her portfolio in an ETF with E(r)=23% and standard deviation of 30%.

- A. B. C. D.

Hanna is investing 80% of her portfolio in an ETF with E(r)=23% and standard deviation of 30%.

A.

0.167

B.

0.5

C.

0.6

D.

0.2917

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