VOLMAX Fund is offering 5 mututal funds to the public. Volfgang, VOLMAX'S CIO, will sell to...
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VOLMAX Fund is offering 5 mututal funds to the public. Volfgang, VOLMAX'S CIO, will sell to investors a risky portfolio WOLFX, which is made of the five basic funds. The Expected return, beta, volatility, Sharpe ratio, portfolio weights, Expected return on the S&P 500 and the risk free rate are given in the table below. Based on this information, we can conclude that the Expected return, Beta and the Sharpe Ratio of WOLFX are: (mark the CORRECT answer, round it to the second decimal case) VOLMAX FUNDS INC (VOLFINC) E(ri) Bi oi Sharpe weight NANOVOL 25% 1.80 30.0% 0.67 23.0% VOLMIN 22% 1.50 25.0% 0.68 25.0% MIDVOL 18% 1.20 22.0% 0.59 20.0% VOLMAX 14% 0.90 20.0% 0.45 19.0% VOLMAX ULTRA 12% 0.85 18.0% 0.39 13.0% S&P 500 15% 1.00 15.0% 0.67 Гр 5% Sum of wieghts 100.0% VOLMAX Fund is offering 5 mututal funds to the public. Volfgang, VOLMAX'S CIO, will sell to investors a risky portfolio WOLFX, which is made of the five basic funds. The Expected return, beta, volatility, Sharpe ratio, portfolio weights, Expected return on the S&P 500 and the risk free rate are given in the table below. Based on this information, we can conclude that the Expected return, Beta and the Sharpe Ratio of WOLFX are: (mark the CORRECT answer, round it to the second decimal case) VOLMAX FUNDS INC (VOLFINC) E(ri) Bi oi Sharpe weight NANOVOL 25% 1.80 30.0% 0.67 23.0% VOLMIN 22% 1.50 25.0% 0.68 25.0% MIDVOL 18% 1.20 22.0% 0.59 20.0% VOLMAX 14% 0.90 20.0% 0.45 19.0% VOLMAX ULTRA 12% 0.85 18.0% 0.39 13.0% S&P 500 15% 1.00 15.0% 0.67 Гр 5% Sum of wieghts 100.0%
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Introduction to Corporate Finance What Companies Do
ISBN: 978-1111222284
3rd edition
Authors: John Graham, Scott Smart
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