Answered step by step
Verified Expert Solution
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
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started