Question: I need help on how to get the sample period from this dataset to answer the following question: Use the dataset Berkshire.csv (Links to an

I need help on how to get the sample period from this dataset to answer the following question:

Use the datasetBerkshire.csv(Links to an external site.)

with the following variables. All returns reported as a decimal (as opposed to a percentage).

Sample Period: From30thNov 1976to31stDec 2005 (Inclusive)

  • Column (1):Date, Calendar Date
  • Column (2):BRKret, Berkshire Hathaway's monthly return
  • Column (3):MKT, the return on the aggregate stock market
  • Column (4):RF, the risk free rate of return

Link to CSV: https://www.dropbox.com/s/plo0hc4t008s0xq/Berkshire.csv?dl=0

Question: What is Berkshire Hathaway's monthly Sharpe ratio for the sample period? (Please indicate the std Sharpe ratio)

A)0.432

B)0.324

C)0.179

D)0.248

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 Mathematics Questions!