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please Question 01 ! Thi ! Thi The following are gold's annual rate of return for the last 30 years-what is gold's Sharpe ratio if
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Question 01 ! Thi ! Thi The following are gold's annual rate of return for the last 30 years-what is gold's Sharpe ratio if the risk-free rate has been 4.5%? B 0.011 0.056 0.072 0.381 c D Hint: Use the following formula with AVERAGE and STDEV.S functions Sharpe Ratio In equilibrium, assets are priced based on risk - High risk assets offer higher returns than low risk 2000 Need to risk adjust returns to compare returns of assets with different levels of risk Year % Return 1990 -2.49 1991 -9.62 1992 -5.80 1993 17.35 1994 -2.09 1995 1.10 1996 -4.43 1997 -21.74 1998 -0.61 1999 1.18 -6.26 2001 1.41 2002 23.96 2003 21.74 2004 4.97 2005 17.12 2006 23.92 2007 31.59 2008 3.41 2009 27.63 2010 27.74 2011 11.65 2012 5.68 2013 2014 -0.19 2015 -11.42 2016 9.12 11.85 2018 -1.15 2019 18.83 Sharpe Ratio SR= Demet -27.79 2017Step by Step Solution
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