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What is the Sharpe Ratio for this optimized portfolio? Expected Return Standard Deviation Portfolio P Market (M) 15% 11% 21% The table above contains the
What is the Sharpe Ratio for this optimized portfolio?
Expected Return Standard Deviation Portfolio P Market (M) 15% 11% 21% The table above contains the return and standard deviation for Portfolio P and the benchmark Market portfolio. Assuming a risk-free rate of 1.7%, and that Portfolio P (with Information Ratio of 0.158) has been combined with the market portfolio to form an optimized portfolio, calculate the Sharpe Ratio for this optimized portfolio Note: Enter your answer rounded to the nearest second digit after the decimal point. For example, if the calculated Sharpe Ratio is 0.18237, enter it as 0.18
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