Question: Congratulations Your portfolio returned 11 last year 2 better than
Congratulations! Your portfolio returned 11% last year, 2% better than the market return of 9%. Your portfolio had a standard deviation of earnings equal to 18%, and the risk-free rate is equal to 6%. Calculate Sharpe’s measure for your portfolio. If the market’s Sharpe’s measure is .3, did you do better or worse than the market from a risk/return perspective?
Relevant QuestionsNiki Malone’s portfolio earned a return of 11.8% during the year just ended. The portfolio’s standard deviation of return was 14.1%. The risk-free rate is currently 6.2%. During the year, the return on the market ...The risk-free rate is currently 8.1%. Use the data in the accompanying table for the Fio family’s portfolio and the market portfolio during the year just ended to answer the questions that follow. a. Calculate Sharpe’s ...Jill Clark invested $25,000 in the bonds of Industrial Aromatics, Inc. She held them for 13 months, at the end of which she sold them for $26,746. During the period of ownership she received $2,000 interest. Calculate the ...Describe at least 3 ways in which investors can use stock options. What is a strike price? How does it differ from the market price of the stock?
Post your question