AutoSave On Ch3_049_V11_Data_File (1) - Protected View Excel A Huda Samer A. Rajab HS Search Share Comments File Home Insert Draw Page Layout Formulas Data Review View Add-ins Help Analytic Solver Data Mining 0 PROTECTED VIEW Be careful-files from the Internet can contain viruses. Unless you need to edit, it's safer to stay in Protected View. Enable Editing UPDATES AVAILABLE Updates for Office are ready to be installed, but first we need to close some apps. Update now X X A1 f fx Year D E F G H 1 K L M N o P Q R 18 19 20 21 22 23 23 24 25 23 26 27 28 29 30 A 1998 1999 2000 2001 2002 2002 2003 2004 2005 2006 2007 400 2008 2009 40 2010 2011 2012 2013 2014 2015 2016 2017 2018 74.36 131.99 -32.80 -31.62 -37.95 60.05 0.77 5.41 8.06 19.49 *** -51.51 4 89.89 26.89 -9.44 17.63 31.64 10.00 6.92 12.28 49.72 -9.16 C - 15.17 34.62 31.97 -12.46 1175 -11.75 22.54 31.09 51.64 14.54 19:34 45.47 2.7 -54.04 47.73 Wire 18.73 -5.33 4.22 24.66 -12.05 -20.31 33.85 -2.27 -25.45 31 32 33 34 35 36 27 37 38 39 40 Tech Energy + A Really + 100% D 1 Type here to search O 24 ENG 1:48 AM 1/29/2021 A C 1 2 Year 1982 1983 1984 Energy -12.79 19.89 3 4 5 B Technology 55.90 52.76 -16.36 8.15 -6.76 -12.10 -3.18 1985 3.08 17.62 4.89 -1.37 1986 1987 1988 1989 1990 16.45 10.11 1991 1992 1993 1994 1995 58.83 9.09 28.80 15.86 42.21 -4.97 -0.22 -2.17 19.61 0.18 7 3 2 0 1 2 3 4 5 6 7 8 9 0 -1 2 3 4 5 6 -7 10.43 43.86 16.18 10.51 1996 1997 1998 1999 74.36 131.99 -32.80 -31.62 20.95 32.99 10.17 -15.17 34.62 31.97 -12.46 2000 2001 2002 2003 2004 -37.95 60.05 0.77 -11.75 22.54 31.09 51.64 14.54 45.47 2005 5.41 8.06 2006 2007 19.49 The accompanying table shows a portion of the annual returns (in %) for a technology mutual fund and an energy mutual fund from 1982 through 2018 Year 1982 1983 Technology 55.90 52.76 Energy -12.79 19.89 : -25.45 2018 -9.16 pictureClick here for the Excel Data File a. Which fund had the higher reward over this time period? since it has the b. Which fund was riskier over this time period? since it has the 0-1. Given a risk-free rate of 2%, calculate the Sharpe ratio for each fund? What does this ratio imply. (Round Intermediate calculations to at least 4 decimal places and final answers to 2 decimal places.) Sharpe ratio for Technology Sharpe ratio for Energy c-1. Given a risk-free rate of 2%, calculate the Sharpe ratio for each fund? What does this ratio imply. (Round Intermediate calculations to at least 4 decimal places and final answers to 2 decimal places.) Sharpe ratio for Technology Sharpe ratio for Energy c-2. Over this time period, the Sharpe ratio implies that the O Technology fund had a higher reward per unit of risk. O Energy fund had a higher reward per unit of risk. O Technology fund had the higher relative dispersion. O Energy fund had the lower relative dispersion. AutoSave On Ch3_049_V11_Data_File (1) - Protected View Excel A Huda Samer A. Rajab HS Search Share Comments File Home Insert Draw Page Layout Formulas Data Review View Add-ins Help Analytic Solver Data Mining 0 PROTECTED VIEW Be careful-files from the Internet can contain viruses. Unless you need to edit, it's safer to stay in Protected View. Enable Editing UPDATES AVAILABLE Updates for Office are ready to be installed, but first we need to close some apps. Update now X X A1 f fx Year D E F G H 1 K L M N o P Q R 18 19 20 21 22 23 23 24 25 23 26 27 28 29 30 A 1998 1999 2000 2001 2002 2002 2003 2004 2005 2006 2007 400 2008 2009 40 2010 2011 2012 2013 2014 2015 2016 2017 2018 74.36 131.99 -32.80 -31.62 -37.95 60.05 0.77 5.41 8.06 19.49 *** -51.51 4 89.89 26.89 -9.44 17.63 31.64 10.00 6.92 12.28 49.72 -9.16 C - 15.17 34.62 31.97 -12.46 1175 -11.75 22.54 31.09 51.64 14.54 19:34 45.47 2.7 -54.04 47.73 Wire 18.73 -5.33 4.22 24.66 -12.05 -20.31 33.85 -2.27 -25.45 31 32 33 34 35 36 27 37 38 39 40 Tech Energy + A Really + 100% D 1 Type here to search O 24 ENG 1:48 AM 1/29/2021 A C 1 2 Year 1982 1983 1984 Energy -12.79 19.89 3 4 5 B Technology 55.90 52.76 -16.36 8.15 -6.76 -12.10 -3.18 1985 3.08 17.62 4.89 -1.37 1986 1987 1988 1989 1990 16.45 10.11 1991 1992 1993 1994 1995 58.83 9.09 28.80 15.86 42.21 -4.97 -0.22 -2.17 19.61 0.18 7 3 2 0 1 2 3 4 5 6 7 8 9 0 -1 2 3 4 5 6 -7 10.43 43.86 16.18 10.51 1996 1997 1998 1999 74.36 131.99 -32.80 -31.62 20.95 32.99 10.17 -15.17 34.62 31.97 -12.46 2000 2001 2002 2003 2004 -37.95 60.05 0.77 -11.75 22.54 31.09 51.64 14.54 45.47 2005 5.41 8.06 2006 2007 19.49 The accompanying table shows a portion of the annual returns (in %) for a technology mutual fund and an energy mutual fund from 1982 through 2018 Year 1982 1983 Technology 55.90 52.76 Energy -12.79 19.89 : -25.45 2018 -9.16 pictureClick here for the Excel Data File a. Which fund had the higher reward over this time period? since it has the b. Which fund was riskier over this time period? since it has the 0-1. Given a risk-free rate of 2%, calculate the Sharpe ratio for each fund? What does this ratio imply. (Round Intermediate calculations to at least 4 decimal places and final answers to 2 decimal places.) Sharpe ratio for Technology Sharpe ratio for Energy c-1. Given a risk-free rate of 2%, calculate the Sharpe ratio for each fund? What does this ratio imply. (Round Intermediate calculations to at least 4 decimal places and final answers to 2 decimal places.) Sharpe ratio for Technology Sharpe ratio for Energy c-2. Over this time period, the Sharpe ratio implies that the O Technology fund had a higher reward per unit of risk. O Energy fund had a higher reward per unit of risk. O Technology fund had the higher relative dispersion. O Energy fund had the lower relative dispersion