Question
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R P P P X 14 % 32
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:
| Portfolio | RP | P | P | ||
| X | 14 | % | 32 | % | 1.25 |
| Y | 11 | 24 | 1.10 | ||
| Z | 8 | 14 | 0.75 | ||
| Market | 10 | 19 | 1.00 | ||
| Risk-free | 3 | 0 | 0 | ||
What is the Sharpe ratio of portfolio X? (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your ratio answers to 5 decimal places. )
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Marketing
Authors: Roger Kerin, Steven Hartley, William Rudelius
16th Edition
1264218753, 978-1264218752
