Question
Mean Fund Fund A Fund B Mean Return 12% 14% 20% Risk Free Rate 3.75%. 3.7% 3.75% Standard Deviation. 3% 6% 8% 1. Rank these
Mean Fund Fund A Fund B
Mean Return 12% 14% 20%
Risk Free Rate 3.75%. 3.7% 3.75%
Standard Deviation. 3% 6% 8%
1. Rank these funds based on their excess returns on a risk adjusted basis:
2.What is the Sharpe for Fund B?
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Financial Management Principles and Applications
Authors: Sheridan Titman, Arthur J. Keown, John H. Martin
13th edition
134417216, 978-0134417509, 013441750X, 978-0134417219
