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Suppose the returns for stock ABC is 2%, 2%, 5%, 4%, and 6%, and the returns for stock XYZ is 7%, 7%, 5%, 9%, and
- Suppose the returns for stock ABC is 2%, 2%, 5%, 4%, and 6%, and the returns for stock XYZ is 7%, 7%, 5%, 9%, and -9%. What is the Sharpe ratio of a portfolio with 40% and 60% weights on ABC and XYZ respectively?
- 0.67
- 0.77
- 0.87
- 0.97
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Personal Finance
Authors: Jack Kapoor, Les Dlabay, Robert J. Hughes
8th Edition
007322359X, 9780073223599
