Question: A mid cap fund A large cap fund Return 18% 12% Beta 1.6 .8 Standard Deviation 3.6 2.6 The return on US T-Bills is 4%.

A mid cap fund A large cap fund Return 18% 12% Beta 1.6 .8 Standard Deviation 3.6 2.6 The return on US T-Bills is 4%. The expected return of the S&P 500 is 12% and its standard deviation is 2.8. Rank the three funds from highest to lowest in terms of reward to risk based on total risk
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
