Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Please show calculations on Excel. STANDARD & POOR'S 500 (S&P 500) SHARPE RATIO Date S&P 500 adjusted price Annual return One year risk-free return S&P

Please show calculations on Excel.

STANDARD & POOR'S 500 (S&P 500) SHARPE RATIO

Date

S&P 500 adjusted price

Annual return

One year risk-free return

S&P minus risk-free

S&P 500 minus risk-free return

31-Dec-89

329.08

Mean

31-Dec-90

343.93

6.82%

Standard deviation

31-Dec-91

408.78

4.12%

Sharpe ratio

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Investment Management

Authors: Stephen Lofthouse

2nd Edition

047149237X, 9780471492375

More Books

Students also viewed these Finance questions