A strategy has a monthly total return of 0 0025 (0 25 ) and a monthly standard deviation of total returns of 0 0040 (0 40 ) The risk free rate is 2 and the market risk premium is 4 , both per annum What is the Sharpe ratio of this strategy in annual terms A strategy has a monthly total return of 0...

To calculate the Sharpe ratio of the strategy in annual terms we need to use the foll ...

A strategy has a monthly total return of 0.0025 (0.25%) and a monthly standard deviation of...

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Introduction To Stochastic Finance With Market Examples

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A strategy has a monthly total return of 0.0025 (0.25%) and a monthly standard deviation of...

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Introduction To Stochastic Finance With Market Examples

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