final - Excel O Sear File Home Insert Draw Page Layout Formulas Data Review View Help FE Calibri ~ 22 v AA== of cut [ Copy Format Painter Paste 2 Wrap Text + Merge & Center BIU Clipboard Font Alignment A1 X Question 06 D F 6 A B E G H 1 Question 06 2 3 The following shows the mean-variance analysis results on Dow-Jones 30 stocks. 4 Assuming a zero risk-free rate, which of the following statements regarding the results is false? 5 6 A MSFT shows the highest Sharpe ratio 7 B PG dominates both KO and IBM 3 C Both V and MCD dominates BA 2 D AAPL dominates both NKE and CAT 1 3 4096 4 5 6 7 MSET 30% AAPL 0 CRM 20% 1 2 3 4 5 Average Return UNH HD WAR PG MERN INTC INIZ CSEN NKEGN 6 10% KO BA AXP MMMDIS TRV CVX IBM GS 0% 0% 10% 20% 30% 40% 5095 8 19 30 31 32 3 34 35 36 37 -10% Standard Deviation final 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 21 - - TE Merge & Clipboard Font Alignment A1 X Question 06 B D E F H Question 06 The following shows the mean-variance analysis results on Dow-Jones 30 stocks Assuming a zero risk-free rate, which of the following statements regarding the results is false? 5 MSFT shows the highest Sharpe ratio PG dominates both KO and IBM Both V and MCD dominates BA 3D AAPL dominates both NKE and CAT 0 1 2 Hint: Midterm Questions 6 and 7 3 40% 4 5 6 MSET 7 30% 8 AAPL 9 0 CRM 1 20% V UNH HD CAT 2 3 Average Return MAR PG MKPN JNI VZ NKEN INTC csem 10% 5 6 7 8 KO BA AXP MMMDIS TRV ux IBM GS 30 0% OX 105 20% 30% 40% SOX 12 33 54 15 36 37 -10% Standard Deviation final 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 17 18 19 20