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The following table provides information relating to Omega Ltd, as well as the market portfolio. The risk-free rate of return is 3.4% . Asset Excess
The following table provides information relating to Omega Ltd, as well as the market portfolio. The risk-free rate of return is 3.4%
. Asset Excess Return Variance Beta
Omega 12% 0.021904 1.4
M 8.1% 0.010201 1
What is Omega's M2 value?
a. 7.41%
b. 11.59%
c. 8.99%
d. 9.27%
What is Omega's Sharpe Ratio?
a. 0.061
b. 0.811
c. 0.086
d. 0.581
please explain the calculation step by step
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