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The following are the annual returns of a portfolio. - 3 % - 3 % 6 % 1 2 % 1 0 . 5 %
The following are the annual returns of a portfolio. Attempt Part What is the CAGR of the portfolio? Attempt Part Using the arithmetic average of the returns above, what is the Sharpe Ratio of the portfolio if the riskfree rate is decimals Attempt Part An investor is targeting a return. Using past returns as guidance, what percentage of the investor's assets should be invested in the portfolio? decimals Attempt Part What is the Sharpe ratio of the complete portfolio created in Part above?
The following are the annual returns of a portfolio.
Attempt
Part
What is the CAGR of the portfolio?
Attempt
Part
Using the arithmetic average of the returns above, what is the Sharpe Ratio of the portfolio if the riskfree rate is
decimals
Attempt
Part
An investor is targeting a return. Using past returns as guidance, what percentage of the investor's assets should be invested in the portfolio?
decimals
Attempt
Part
What is the Sharpe ratio of the complete portfolio created in Part above?
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