Question: Given the scenario information provided about each asset and the market, what is the Sharpe Ratio of the current portfolio? Econ. Condition Recession Slow Growth

Given the scenario information provided about each asset and the market, what is the Sharpe Ratio of the current portfolio?

Econ. Condition Recession Slow Growth Aver. Growth Fast Growth
Weights Assets Probability 0.1 0.2 0.55 0.15
0.1 X -0.1 0.05 0.08 0.32
0.1 Y 0.02 0.03 0.06 0.09
0.1 Z -0.5 0.01 0.18 0.52
0.2 Risk Free 0.03 0.03 0.03 0.03
0.5 Mkt (SPY) -0.3 0.02 0.09 0.35

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