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PLEASE SHOW ALL WORK. THANKS! Sharpe Ratio and Information Content Question: - Using the table of log-returns for the Portfolio and Benchmark Index, calculate the
PLEASE SHOW ALL WORK. THANKS!
Sharpe Ratio and Information Content Question: - Using the table of log-returns for the Portfolio and Benchmark Index, calculate the Sharpe Ratio and Information Content. - Use an annual risk-free rate of return of rf=3%. Hints: - Calculate annual returns for the portfolio and benchmark. - Calculate annual standard deviation and tracking error by multiplying monthly values by 12. Enter your answer in the table below in the cells colored yellow. You must show all work to receive credit. Sharpe Ratio and Information Content Question: - Using the table of log-returns for the Portfolio and Benchmark Index, calculate the Sharpe Ratio and Information Content. - Use an annual risk-free rate of return of rf=3%. Hints: - Calculate annual returns for the portfolio and benchmark. - Calculate annual standard deviation and tracking error by multiplying monthly values by 12. Enter your answer in the table below in the cells colored yellow. You must show all work to receive creditStep by Step Solution
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