Question: What does each dot on the figure below represent? Scatter Diagram for PEP against S&P 500 Index. S&P 500 -15.00% O Ineficient portfolio O

What does each dot on the figure below represent? Scatter Diagram for PEP against S&P 500 Index. S&P 500

The variance of the returns of a Halal Tech Fund is 225. Its beta is 1.30 and the standard deviation of the
What is the Sharpe ratio for Fund X? Expected Return Standard Deviation Beta Correlation (X, Y) = 0.25

What does each dot on the figure below represent? Scatter Diagram for PEP against S&P 500 Index. S&P 500 -15.00% O Ineficient portfolio O Efficient portfolio O Individual Asset -10.00% O A pair of two returns, one for each of two asset -5.00% 15.00% 10.00% 5.00% 0.00% -5.00% -10.00% -15.00% ROR PEP R (PEP) = 0.0048 + 0.552 R (S&P500 Index) 5.00% 10.00% 15.00% The variance of the returns of a Halal Tech Fund is 225. Its beta is 1.30 and the standard deviation of the market is 10%. What is the residuals variance equal to? Hint: Simple Linear Regression What is the Sharpe ratio for Fund X? Expected Return Standard Deviation Beta Correlation (X,Y)= 0.25 Risk-free rate= 4.0% Fund X 14% 40% 1.20 Fund Y 18% 54% 1.50 Fund Z 15% 60% 0.90

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