Question: Calculate the Sharpe ratios for CVX YUM the S P 500
Calculate the Sharpe ratios for CVX, YUM, the S&P 500 and the 50/50 portfolio and organize them into a table that displays the standard deviation, expected return and Sharpe ratio of each investment option (use a risk-free rate of 2.16%).In terms of Sharpe ratios (mean-variance efficiency), which investment option is preferred? Explain your reasoning.
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