# Question: For funds A and B in Problem 1 how much

For funds A and B in Problem 1, how much would the return on B have to change to reverse the ranking using the reward-to-variability measure?

In Problem 1

In Problem 1

## Answer to relevant Questions

An individual has two employment opportunities involving the same work conditions but different incomes. Job 1 yields Y1 = 50, Y2 = 30. Job 2 yields Y1 = 40, Y2 =40. Given that markets are perfect and bonds yield 5%, which ...Assume the borrowing rate is 10% and the lending rate is 5%. Also assume your income is $100 in each period. What is the maximum you can consume in each period? What is the opportunity set? Answer the questions to Problem 1 with data from Chapter 4, Problem 2. In Chapter 4, Problem 2 Assume that the data below apply to two efficient portfolios. What is the efficient frontier? Assume the standard definition of short sales. Assume that a brokerage firm concentrates on a few closely related industries. It has produced a set of estimates of earnings for 1985 and subsequently recorded the earnings that actually occurred. These data are given ...Post your question