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Sharpe Ratio W ( SPY ) W ( XLU ) R (P) Var (P) St. Dev. (P) Min. Risk Portf 0.2341 0.3 0.7 1.04% 0.00163
Sharpe Ratio W ( SPY ) W ( XLU ) R (P) Var (P) St. Dev. (P) Min. Risk Portf 0.2341 0.3 0.7 1.04% 0.00163 4.03% ORP 0.2559 0.3 1,28% 0,00212 4.60%% RE 0.10% Opportunity Set 1.60% SPY 1:40% 1 20% 10ON 0...
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Financial Accounting
Authors: LibbyShort
7th Edition
78111021, 978-0078111020
