Calculate the Sharpe Ratio for the following mutual fund: Return Risk-free Rate Year 1 = 17% 4.0%

Fantastic news! We've Found the answer you've been seeking!

Question:

Calculate the Sharpe Ratio for the following mutual fund:

Return Risk-free Rate

Year 1 = 17% 4.0%

Year 2 = 12% 3.5%

Year 3 = 8% 3.0%

Year 4 = 11% 3.5%

Year 5 = 7% 3.0%

a. 2.1561

b. 2.4106

c. 1.9304

d. 3.1207

Related Book For answer-question

Accounting Business Reporting for Decision Making

ISBN: 9780730302414

4th edition

Authors: Jacqueline Birt, Keryn Chalmers, Albie Brooks, Suzanne Byrne, Judy Oliver

See More Books

Posted Date: Oct 17, 2020 02:36 PM

See More Questions

CRUZ, INC. Comparative Balance Sheets December 31, 2013 2013 2012 Assets Cash $ 94,800 $ 24,000 Accounts receivable, net 41,000 51,000 Inventory 85,800 95,800 Prepaid expenses 5,400 4,200 Furniture...
december 31 2017 2016 cash $ 33,500 $13,000 accounts receivable 12,250 10,000 inventory 12,000 9,000 availableforsale debt investments 0 3,000 buildings 0 29,750 equipment 45,000 20,000 patents 5,000...
characterize the duplicate constructor utilized in c++ alongside its overall capacity model explaon the different situations which it is called what is the distinction between CSMA/CD/CSMA/CA what...
The plant transfer function for a particular process is G p (s) = 8 s / s 2 + 2s + 3. We wish to investigate the use of proportional control action with this plant. a. Obtain the root locus and...
1. Why are bank reconciliation statements prepared? Under what circumstances would it be unnecessary to prepare a bank reconciliation statement? 2. You have been supplied with the following...
Do the head-flowrate data shown in Fig. 12.7 appear to follow the similarity laws as expressed by Eqs. 12.39 and 12.40? Explain. Eq. 12.39 Eq. 12.40 (a) (b) Figure 12.7 (a) Open impeller, (b)...
Real Cash Flows you are planning to save for retirement over the next 30 years. To save for retirement, you will invest $700 a month in a stock account in real dollars and $300 a month in a bond...
Find the derivative of the function. P(t) = 21+ t/7 P'(t) x
Requirement 1. Compute the ratios for both companies for the current year and decide which company's stock better fits your investment strategy. Begin by computing the ratios, starting with the quick...
Using the following exchange rates between US$ and Australian $, calculate annual forward premium/discount. Period Spot 1 month 5 months 11 months Exchange Rate ($/) 1.2200 1.2215 1.2223 1.2261 The...
Write equations that show how to use the distributive property ("each with each" or "FOIL") to find the product 3x2 4. Your equations need to: correctly demonstrate the distributive property or FOIL...
List name of payer. If any interest is from a seller-financed mortgage and the buyer used the property as a personal residence, see the instructions and list this interest first. Also, show that...
Consider the dynamics for the underlying asset: dS(t) = S(t)dt + v(t)S(t)dZ (t), dv(t) -Bv(t)dt + ddz(t), = where S(t) is the stock price, v(t) is the volatility, Z(t) and Z(t) are Wiener processes...
In the system of two blocks and a spring shown above, blocks 1 and 2 are connected by a string that passes over a pulley. The initially unstretched spring connects block 1 to a rigid wall. Block 1 is...
Plant 1 Plant 2 Plant 3 Plant 4 Plant 5 Demand (units/year) Plant 1 Plant 2 Plant 3 Plant 4 Plant 5 Excess Capaity Plant 1 Plant 2 Plant 3 Plant 4 Plant 5 Total Cost Market 1 Market 1 0 0 0 0 0...
According to the text, what helps to explain why only male students have committed "rampage school shootings," and what helps to explain why these killing have occurred only at rural and suburban,...
How do the principles of (a) Physical controls and (b) Documentation controls apply to cash disbursements?
Comment on the following situations in relation to the ASXCGC Principles of Good Corporate Governance and Best Practice Recommendations. a. A member of a board of directors insists on being involved...
The table in the question reports various ratios for 2007 to 2011 for Qantas and Air New Zealand. a. Given that the companies operate in the same industry, write a report explaining what the ratios...
Tabcorp Holdings retained its Victorian wagering licence paying $410 million for the 12-year licence. The deal requires half of the profits to go to the Victorian horse racing industry. Apply the...
Polyethylene bottles are used to contain fluids as various as milk and engine oil. A typical polyethylene bottle weighs about 30 grams and has a wall thickness of about $0.8 \mathrm{~mm}$. The...
This exercise and the next require the use of the CES Edu-Pack Materials Selection software. a. Use CES to select a joining process to meet the following requirements. b. Use CES to select a joining...
This exercise, like the last, requires the use of the CES Edu-Pack Materials Selection software. a. Use CES to select a surface-treatment process to meet the following requirements. b. Use CES to...

Calculate the Sharpe Ratio for the following mutual fund: Return Risk-free Rate Year 1 = 17% 4.0%

Question:

Expert Answer:

The option c is right option Explanation ... View the full answer

Accounting Business Reporting for Decision Making

Students also viewed these accounting questions