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risk free is 4% Average Annual Return 9.38% 7.40% Standard Deviation of Annual Returns 16.21% 23.42% Return Correlation(S&P,Gold) 1.10% Calculate the expected returns and standard
risk free is 4%
| Average Annual Return | 9.38% | 7.40% |
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| Standard Deviation of Annual Returns | 16.21% | 23.42% |
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| Return Correlation(S&P,Gold) | 1.10% | |
- Calculate the expected returns and standard deviations of the equal-weighted portfolio that invests 50% and 50% in the two risky securities (S&P and Gold). What is its Sharpe Ratio?
- show calculation on excel or paper
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Venture Capital And The Corporate Governance Of Chinese Listed Companies
Authors: Lin Zhang
1st Edition
1461412803,1461412811
