Silver Star's Foreign Markets hedge fund manages an S&P 500 stock index fund worth $118 million....
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Silver Star's Foreign Markets hedge fund manages an S&P 500 stock index fund worth $118 million. Assume that the S&P 500 index realized a mean monthly return of 3.6% in the period January 2011 December 2016 and had had a standard deviation of 4.1%. The average monthly risk-free rate over the same period was 1.1%. Part 1 What was the realized Sharpe ratio of the fund over that period? 2+ decimals Submit Attempt 1/10 for 10 pts. Silver Star's Foreign Markets hedge fund manages an S&P 500 stock index fund worth $118 million. Assume that the S&P 500 index realized a mean monthly return of 3.6% in the period January 2011 December 2016 and had had a standard deviation of 4.1%. The average monthly risk-free rate over the same period was 1.1%. Part 1 What was the realized Sharpe ratio of the fund over that period? 2+ decimals Submit Attempt 1/10 for 10 pts.
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SOLUTION The Sharpe ratio measures the excess return earned ... View the full answer
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
Posted Date:
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