Question
The expected return of a portfolio is 9.5%, the risk-free rate is 3.5% and the inflation rate is expected to be 2.5%. If the portfolio
The expected return of a portfolio is 9.5%, the risk-free rate is 3.5% and the inflation rate is expected to be 2.5%. If the portfolio standard deviation is 18%, what is the reward-to-variability ratio of the portfolio?
- A. 0.39
- B. 0.53
- C. 9.31
- D. 0.33
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Enterprise Applications And Services In The Finance Industry
Authors: Artur Lugmayr
1st Edition
331928150X,3319281518
