tion Completion Status: me risk-free rate is 2% p.a. Answer the following questions: Return Fund Flow 10 Year 2015 2016 2017 5 18.00% 15.00% 23.00% -16.00% 15 2018 -5 A) The dollar-weighted average return of this portfolio is %. Note: Round your answer to two decimal places (example 4.51 for 4.51%). B) The standard deviation of the returns is %. Note: Round your answer to two decimal places (example 4.51 for 4.51%). C) The Sharpe Ratio of this portfolio is Note: Round your answer to two decimal places (example 0.33). D) Based on this portfolio, calculate the VaR (Value at Risk) at the 2.5% level in percentage form. The VaR is %. Note: Round your answer to two decimal places (example 4.51 for 4.51%). E) Suppose you had a Risk Aversion Factor of 2.0. You would put % of your money into a risky portfolio. Note: Round your answer to two decimal places (example 4.51 for 4.51%). QUESTION 3 You are analyzing a mutual fund which is representative of a market risky portfolio. The fund started with $100mil in assets. Below are the returns and fund flows by year The risk-free rate is 2% pa. Answer the following questions: Fund Flow 10 Year 2015 2016 2017 2018 Return 18.00% 15.00% 23.00% -16.00% 5 15 -5 A) The dollar-weighted average return of this portfolio is %. Note: Round your answer to two decimal places (example 4,51 for 4,51%). B) The standard deviation of the returns is %. Note: Round your answer to two decimal places (examplo 4.51 for 4.51%). C) The Sharpe Ratio of this portfolio is Note: Round your answer to two decimal places (example 0.33). D) Based on this portfolio, calculate the VaR (Value at Risk) at the 2.5% level in percentage form. The VaR is %. Note: Round your answer to two decimal places (example 4.51 for 4.51%). E) Suppose you had a Risk Aversion Factor of 2.0. You would put % of your money into a risky portfolio. Note: Round your answer to two decimal places (example 4.51 for 4.51%). tion Completion Status: me risk-free rate is 2% p.a. Answer the following questions: Return Fund Flow 10 Year 2015 2016 2017 5 18.00% 15.00% 23.00% -16.00% 15 2018 -5 A) The dollar-weighted average return of this portfolio is %. Note: Round your answer to two decimal places (example 4.51 for 4.51%). B) The standard deviation of the returns is %. Note: Round your answer to two decimal places (example 4.51 for 4.51%). C) The Sharpe Ratio of this portfolio is Note: Round your answer to two decimal places (example 0.33). D) Based on this portfolio, calculate the VaR (Value at Risk) at the 2.5% level in percentage form. The VaR is %. Note: Round your answer to two decimal places (example 4.51 for 4.51%). E) Suppose you had a Risk Aversion Factor of 2.0. You would put % of your money into a risky portfolio. Note: Round your answer to two decimal places (example 4.51 for 4.51%). QUESTION 3 You are analyzing a mutual fund which is representative of a market risky portfolio. The fund started with $100mil in assets. Below are the returns and fund flows by year The risk-free rate is 2% pa. Answer the following questions: Fund Flow 10 Year 2015 2016 2017 2018 Return 18.00% 15.00% 23.00% -16.00% 5 15 -5 A) The dollar-weighted average return of this portfolio is %. Note: Round your answer to two decimal places (example 4,51 for 4,51%). B) The standard deviation of the returns is %. Note: Round your answer to two decimal places (examplo 4.51 for 4.51%). C) The Sharpe Ratio of this portfolio is Note: Round your answer to two decimal places (example 0.33). D) Based on this portfolio, calculate the VaR (Value at Risk) at the 2.5% level in percentage form. The VaR is %. Note: Round your answer to two decimal places (example 4.51 for 4.51%). E) Suppose you had a Risk Aversion Factor of 2.0. You would put % of your money into a risky portfolio. Note: Round your answer to two decimal places (example 4.51 for 4.51%)