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Portfolio statistics Average return Return standard deviation Sharpe Ratio Portfolio 1 9.50% 13.50% ________ Portfolio 2 6.50% 2.25% ________ Portfolio 3 12.50% 15.00% ________ Portfolio
| Portfolio statistics | ||||
| Average return | Return standard deviation | Sharpe Ratio | ||
| Portfolio 1 | 9.50% | 13.50% | ________ | |
| Portfolio 2 | 6.50% | 2.25% | ________ | |
| Portfolio 3 | 12.50% | 15.00% | ________ | |
| Portfolio 4 | 16.00% | 22.50% | ________ | |
| Portfolio 5 | 7.00% | 3.15% | _______ | |
| Portfolio 6 | 11.00% | 4.80% | _______ | |
| Portfolio 7 | 8.50% | 8.25% | _______ | |
| Portfolio 8 | 6.00% | 1.44% | _______ | |
| Portfolio 9 | 20.00% | 30.00% | _______ | |
| Portfolio 10 | 11.50% | 34.50% | ||
| Risk-free return | 4.00% | |||
| Which is the best portfolio? __________ | ||||
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Principles Of Finance With Excel
Authors: Simon Benninga
2nd Edition
0199755477, 9780199755479
