Question
The following information is available to you. All returns have been converted to $ terms. Return Std Deviation Correlation with US US 10.5% 21% 1.0
The following information is available to you. All returns have been converted to $ terms. Return Std Deviation Correlation with US US 10.5% 21% 1.0 Brazil 14.8% 32% 0.4 Risk-free rate = 2.5% What is the Sharpe Ratio of a portfolio with 70% in US, and 30% in Brazil?
Group of answer choices
0.3810
0.3844
0.4527
0.3510
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Personal Financial Planning
Authors: Randy Billingsley, Lawrence J. Gitman, Michael D. Joehnk
15th Edition
978-0357438480, 0357438485
