Question
You manage a risky portfolio with expected rate of return of 14% and a standard deviation of 28%. The T-bill rate is 3%. What
You manage a risky portfolio with expected rate of return of 14% and a standard deviation of 28%. The T-bill rate is 3%. What is the reward to variability (Sharpe) ratio for your risky fund?
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Fundamentals of Financial Management
Authors: Eugene F. Brigham, Joel F. Houston
15th edition
1337671002, 978-1337395250
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