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Year Rp Rm Rf 2000 18.1832 -24.9088 5.112 2001 -3.454 -15.1017 5.051 2002 47.5573 20.784 3.816 2003 28.7035 9.4163 4.2455 2004 29.8613 8.7169 4.2182 2005
Year | Rp | Rm | Rf |
2000 | 18.1832 | -24.9088 | 5.112 |
2001 | -3.454 | -15.1017 | 5.051 |
2002 | 47.5573 | 20.784 | 3.816 |
2003 | 28.7035 | 9.4163 | 4.2455 |
2004 | 29.8613 | 8.7169 | 4.2182 |
2005 | 11.2167 | 16.3272 | 4.3911 |
2006 | 32.2799 | 14.5445 | 4.7022 |
2007 | -41.0392 | -36.0483 | 4.0232 |
2008 | 17.6082 | 9.7932 | 2.2123 |
2009 | 14.1058 | 16.5089 | 3.8368 |
2010 | 16.1978 | 8.0818 | 3.2935 |
2011 | 11.558 | 15.1984 | 1.8762 |
2012 | 42.993 | 27.1685 | 1.7574 |
2013 | 18.8682 | 17.2589 | 3.0282 |
2014 | -1.4678 | 5.1932 | 2.1712 |
2015 | 9.2757 | 4.4993 | 2.2694 |
2016 | 8.5985 | 23.624 | 2.4443 |
When performing calculations in the following problems, use the numbers in the table as-is. I.e., do NOT convert 8.5985 to 8.5985% (or 0.085985). Just use plain 8.5985.
1. What is the portfolio's M2 measure?
2. What is the Sharpe Ratio of the portfolio using the following equation: Sharpe Ratio = Rp Rf / (p)
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