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Which of the following portfolios should a risk averse investor choose? Portfolio Name (r P ) Sharpe Ratio A 20% 0.45 B 25% 0.36 C
Which of the following portfolios should a risk averse investor choose?
Portfolio Name | (rP) | Sharpe Ratio |
A | 20% | 0.45 |
B | 25% | 0.36 |
C | 10% | 0.27 |
D | 15% | 0.14 |
Portfolio B | ||
Portfolio D | ||
Portfolio A | ||
Portfolio C |
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