The following information concerning portfolio P and its benchmark Let the risk free rate be 3 63 Portfolio P Benchmark Annual Return 15 14 12 14 Standard Deviation 14 84 12 88 Beta 1 20 Required 1)What is the Sharpe ratio for Portfolio P ...

The following information concerning portfolio P and its benchmark. Let the risk-free rate be 3.63%. Portfolio P

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The following information concerning portfolio P and its benchmark. Let the risk-free rate be 3.63%.

	Portfolio P	Benchmark
Annual Return	15.14%	12.14%
Standard Deviation	14.84%	12.88%
Beta	1.20

Required:

1)What is the Sharpe ratio for Portfolio P?

Related Book For answer-question

Investments An Introduction

ISBN: 978-0324561388

9th Edition

Authors: Herbert B Mayo

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Posted Date: Feb 24, 2023 01:22 AM

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The following information concerning portfolio P and its benchmark. Let the risk-free rate be 3.63%. Portfolio P

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