Find the Sharpe Ratio of the Following Tech Portfolio. Use stock data from tidyquant package in R,
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Question:
Find the Sharpe Ratio of the Following Tech Portfolio. Use stock data from tidyquant package in R, use the contrafund.csv to get the data for the risk free rate. Date Range: 1st Jan 2017- 31st December 2017.
Stocks | Weights |
Facebook(FB) | 30% |
Amazon(AMZN) | 20% |
Microsoft(MSFT) | 10% |
Google(GOOGL) | 40% |
Also, did this portfolio outperform the market in the same year? (Hint: Use the cumulative returns of the market and portfolio for this period).
contrafund.csv (dropbox.com) https://www.dropbox.com/s/e681gjf56q71dct/contrafund.csv?dl=0
A. 0.76, Yes
B. 0.91, Yes
C. 0.76, No
D. 0.91, No
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