Question
You have a portfolio of risky stocks that realized returns of 2% and 4% for 2017 and 2018. Assuming the risk-free rate was 0.5% during
You have a portfolio of risky stocks that realized returns of 2% and 4% for 2017 and 2018. Assuming the risk-free rate was 0.5% during that time period what was the Sharpe ratio of your portfolio?
A) 0.5000
B) -0.1667
C) 0.3333
D) 0.1667
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International Marketing And Export Management
Authors: Gerald Albaum , Alexander Josiassen , Edwin Duerr
8th Edition
9781292016924
