Question: A portfolio has an expected return E ( x ) of 0 . 0 9 and a standard deviation of 0 . 2 2 .

A portfolio has an expected return E(x) of 0.09 and a standard deviation of 0.22.
The risk-free rate is 0.01. Compute the Sharpe ratio of the portfolio.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!