Question
Mutual fund A earned 10 percent while B earned 8 percent. The standard deviations of the returns were 7 percent and 4 percent, respectively. Assumr
Mutual fund A earned 10 percent while B earned 8 percent. The standard deviations of the returns were 7 percent and 4 percent, respectively. Assumr risk free rate of 2%.
a.) Estimate the Sharpe ratio of each mutual fund
b.) According to the Sharpe ratio, which fund performed better?
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Technical Analysis Of Stock Trends
Authors: Robert D. Edwards, John Magee
1st Edition
1607962233, 978-1607962236
