Calculate:A) Risk-Free rate (In continuous time)B) Sharpe Ratio (annual)Notes: 72 days of maturity. Average daily log-return Annualized
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Calculate:A) Risk-Free rate (In continuous time)B) Sharpe Ratio (annual)Notes: 72 days of maturity.
Related Book For
Corporate Finance Core Principles and Applications
ISBN: 978-1259289903
5th edition
Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe, Bradford Jordan
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