Question: one question please answer quickly 37. An analyst forecasts has a return of the S&P 500 Index portfolio over the coming year at 20%. The
37. An analyst forecasts has a return of the S&P 500 Index portfolio over the coming year at 20%. The one-year T-bill is 6% Examination of past returns of the S&P 500 Index suggest that the standard deviation of returns will be 20%, What is the Sharpe measure of the portfolio? A 0.7 B 1.0 C 2.0 D 0.5 E 0.9
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
