Question: Based on the two tables and the graph above, what would be the Sharpe Ratio of the 50/50 Final Combination of Rf security and ORP?

Based on the two tables and the graph above, what would be the Sharpe Ratio of the 50/50 Final Combination of Rf security and ORP? W Summary Statistics 1 2 1.73% 0.67% 0.002131 0.006570 4.62% 8.11% 2 0 0.1 Average Variance St. Dev. 0.2 Sharpe Ratio 0.3207 0.3218 0.3091 0.2811 0.2421 0 1998 0.1599 0.1252 0.0961 0.0720 0.0521 W 1 1 0.9 0.8 0.7 0.6 0.5 0.4 03 0.2 0.1 0 Rel 173% 1.62% 1.52% 1.41% 1.31% 1.20% 1.10% 0.99% 0.88% 0.78% 0.67% Var) 0.00213 0.00182 0.00169 0.00171 0.00191 0.00227 0.00279 0.00349 0.00435 0.00538 0.00657 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 St.Dev.ce1 4.62% 4.27% 4.11% 4.14% 4.37% 4.76% 5.29% 5.91% 6.59% 7.33% 8.11% Covariance Correlation 0.000182 0.048733 RE 0.25% ORP 0.3218 0.9 0.1 1.62% 0.00182 4.27% Opportunity Set Returns 2.00% 1.80% LMT 1.60% 1.40% 1.20% 1.00% 0.80% . MIST 0.40% 0.20% 0.00% 0.00% 100% 2.00% 3.00% 4.00% 5.00% 6.00% 2.00% 2.00% 2.00% SL Dev 0.60% O 0.0720 O 0.3218 O 0.1599 O 0.2811

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!

Based on the two tables and the graph above, if you would like your final combination portfolio to have St. Dev. of about 3.5%, how should you split your money between ORP and Rf securities? NE Steve...

XTL Average Variance St. Dev. 0.43% 0.00292 5.41% MDY 0.51% 0.00413 6.43% Variance - Covariance Matrix XTL MDY 0.00292 -0.00059 -0.00059 0.00413 Sharpe Ratio 0.0632 0.0697 0.0770 0.0847 0.0916 0.0957...

XLP XTL Sharpe Ratio W ( XLP ) W [ XIL) R (P) Var (P) St. Dev. (P) Average 0.87% 0.43% 0.0605 0 0.43% 0.00292 5.41% Variance 0.00171 0.00292 0.0769 0.1 0.9 0.47%% 0.00233 4.82% St. Dev 4.13%% 5.41%...

Based on the two tables and the graph above, what would be the Sharpe Ratio of the 50/50 Final Combination of Rf security and ORP? w w 2 1 1 0.9 Summary Statistics 1 2 Average 1.73% 0.67% Variance...

Based on the two tables and the graph above, if you would like your final combination portfolio to have St. Dev. of about 3.5%, how should you split your money between ORP and Rf securities? 3...

Based on the two tables and the graph above, if your client decides to split their money 50/50 between Rf security and ORP, what would be their expected return? w w 1 2 Summary Statistics 2 Average...

Based on the two tables and the graph above, if your client decides to split their money 50/50 between Rf security and ORP, what would be their expected return? Sharpe Summary Statistics Ratio 1 2 RO...

Based on the two tables and the graph above, if you would like your final combination portfolio to have an Expected Return of 1.2%, how should you split your money between ORP and Rf securities? W w...

please help please please Summary Statistics XLF XLB Average 3.30% 2.11% Variance 0.002034 0.001182 St Dev 4,51% 3,44% Covariance 0.000977 Correlation 0.63035 RE 0.11% Sharpe Ratio 0.7352 W (XLF) 0.7...

The following data are based on information in the 2010 annual report of Buffalo Wild Wings, Inc. As of December 26, 2010, there were 732 Buffalo Wild Wings restaurants in 44 states. The parent...

Jarriot, Inc., presented two years of data for its Furniture Division and its Houseware Division. Furniture Division: Year 1 Year 2 Sales $35,500,000 $38,300,000 Operating income 1,430,000 1,560,000...

what is an important advantage of using a resampling method

How can management reasonably ensure that business activities are performed in accordance with their objectives? a ) Supervise each employee sufficiently to ensure that he / she is performing all his...

4. Describe in detail how you would use motivation to get those who should be wearing goggles to do so.

2. Would it be advisable for us to set up a procedure for screening out stress-prone or accident-prone individuals? Why? If so, how should we screen them?

3. In general, how would you suggest the Carters get all employees to behave more safely at work?