Suppose you invested in a fund for 1 year. The fund return was 20% and the risk-free

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Suppose you invested in a fund for 1 year. The fund return was 20% and the risk-free rate was7%. The standard deviation of the excess return was 5% and beta was 0.7.

What was the fund's Sharpe ratio?

Related Book For answer-question

Corporate Finance

ISBN: 978-0077861759

10th edition

Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe

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Posted Date: May 02, 2023 06:41 AM

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Suppose you invested in a fund for 1 year. The fund return was 20% and the risk-free

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The sharp ratio compares with return of an investment wi... View the full answer

Corporate Finance

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