Question: A portfolio with a 25% standard deviation generated a return of 14% last year when T-bills were paying 4.0%. This portfolio had a Sharpe ratio
A portfolio with a 25% standard deviation generated a return of 14% last year when T-bills were paying 4.0%. This portfolio had a Sharpe ratio of ____.
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
