Answered step by step

Verified Expert Solution

Link Copied!

Question

1 Approved Answer

Posted on Apr 03, 2024

What is the sharpe ratio (annualized) when given a risk-free rate of 0.0, an average daily return of 0.003, a standard deviation of daily returns

What is the sharpe ratio (annualized) when given a risk-free rate of 0.0, an average daily return of 0.003, a standard deviation of daily returns of 0.01, and 75 days of daily data.

Step by Step Solution

There are 3 Steps involved in it

Step: 1

Heres how to calculate the annualized Sharpe ratio given the information 1 Calculate the daily exces... blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

Step: 3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Corporate Finance

Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe

10th edition

978-0077511388, 78034779, 9780077511340, 77511387, 9780078034770, 77511344, 978-0077861759

More Books

Students also viewed these Finance questions

Question

★★★★★

You have $1 million in cash and you would like to allocate it between the common stock of the following three firms: firm A, firm B, and firm C. You know the risk free rate is 0% and you have the...

Answered: 1 week ago

Question

★★★★★

You recently graduated from college, and your job search led you to East Coast Yachts. Since you felt the companys business was seaworthy, you accepted a job offer. The first day on the job, while...

Answered: 1 week ago

Question

★★★★★

Given a risk free rate of 6%, market return of 12%, and two stocks A and B with average returns of 19.75% and 11.25%, beta values of 1.8 and 0.8 and standard deviations of 26.3% and 17.5%...

Answered: 1 week ago

Question

★★★★★

How would you compare the value of direct definition from friends in face-to-face conversation and strangers comments on a YouTube posting?

Answered: 1 week ago

Question

★★★★★

Describe a limited liability partnership (LLP).

Answered: 1 week ago

Question

★★★★★

Roadnet is not alone in providing these types of technologies and services. Find another transportation tracking provider. Research its products and services that compete with Roadnet. How are the...

Answered: 1 week ago

Question

★★★★★

The ANOV table given in Table 9.31 resulted from fitting the multiple regression model ???? = ????0 + ????1????1 ++ ????9????9 + ????, and the ANOV table in Table 9.32 resulted from fitting the...

Answered: 1 week ago

Question

★★★★★

Closing entries P3 Refer to QS 5-6 and prepare journal entries to close the balances in temporary revenue and expense accounts. Remember to consider the entry for shrinkage that is made to solve QS...

Answered: 1 week ago

Question

★★★★★

What does primary data collection offer that secondary data collection doesn't? Select one: a . Timeliness b . Accessibility c . Accuracy d . Uniqueness

Answered: 1 week ago

Question

★★★★★

Answered: 1 week ago

Question

★★★★★

In January 2014, Tim's Gyms, Inc. owned machines valued at $1 million. During the year, the market value of the machines fell by 30 percent. During 2014, Tim spent $200,000 on new machines. During...

Answered: 1 week ago

Question

★★★★★

Janie is a seventh grader who has taken al poll on how much time each student in her class spends watching television. She would like to input the information and subsequently create a chart. What...

Answered: 1 week ago

Question

★★★★★

Assignment 1 (10%) This assignment relates to the following Course Learning Requirements: CLR 1: Discuss the development of management and the challenges, skills, and attributes of managers CLR 3:...

Answered: 1 week ago

Question

★★★★★

Case Study 11.3: Walmart de Mexico In 2018 the OECD Working Group on Bribery completed its Phase 4 evaluation of Mexico's implementation of the convention. According to the report, Mexico needs to...

Answered: 1 week ago

Question

★★★★★

Assuming the average Earth Radius R E = 6378 km : The question I have are below: A Falcon 9 launched from Cape Canaveral ( 28 N Latitude ) delivers a satellite directly ( i initial = 28 ) into a...

Answered: 1 week ago

Question

★★★★★

If a 42 years man take 2 minute to finish 1 apple and 25 year man take 2.5 minutes to finish 1 apple, how many minutes would a 17 years boy take to finish.

Answered: 1 week ago

Question

★★★★★

Using the federal tax rates for 2022, compute federal tax payable before credits of Mrs. Y if her net income is $243,100.

Answered: 1 week ago

Question

★★★★★

Bobbie Singh provides writing services for small businesses. He blogs for companies that need professionally written content. His business records at November 15, 2023, are shown below: During the...

Answered: 1 week ago

Question

★★★★★

You own a callable, convertible bond with a conversion ratio of 24.25. The stock is currently selling for $48 per share. The issuer of the bond has announced a call at a call price of 110. What are...

Answered: 1 week ago

Question

★★★★★

ABC Company and XYZ Company need to raise funds to pay for capital improvements at their manufacturing plants. ABC Company is a well-established firm with an excellent credit rating in the debt...

Answered: 1 week ago

Question

★★★★★

No More Books Corporation has an agreement with Floyd Bank, whereby the bank handles $3.2 million in collections a day and requires a $350,000 compensating balance. No More Books is contemplating...

Answered: 1 week ago

Question

★★★★★

Reported below are the amounts spent on advertising ($ millions) by a large firm from 2004 to 2014. a. Determine the logarithmic trend equation. b. Estimate the advertising expenses for 2017. c. By...

Answered: 1 week ago

Question

★★★★★

Listed below are the net sales (in millions of euros) for the Adidas Group from 2008 to 2012. Year Net Sales 2008 ........ 10,799 2009 ........ 10,381 2010 ........ 11,990 2011 ........ 13,332 2012...

Answered: 1 week ago

Question

★★★★★

Sams Supermarkets tests its checkout clerks by randomly examining the printout receipts for scanning errors. The following numbers are the number of errors on each receipt for October 27: 0, 1, 1, 0,...

Answered: 1 week ago

Previous Question Next Question