Question
You would like to invest in Ford and Apple stock. Ford has an expected return of 5% and a standard deviation of 32%. Apple has
You would like to invest in Ford and Apple stock. Ford has an expected return of 5% and a standard deviation of 32%. Apple has an expected return of 10% and a standard deviation of 25%. They have a correlation of 0.20 and a co-variance of 1.60%. If you put 50% of your wealth in each asset, what will be the Sharpe Ratio of your portfolio?
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Fundamentals Of Futures And Options Markets
Authors: John C. Hull
8th Global Edition
1292155035, 9781292155036
