You manage a sector (i.e. automotive) fund. During the year, your fund returned 12.7% when the...
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You manage a sector (i.e. automotive) fund. During the year, your fund returned 12.7% when the risk free rate was 2.74%. This fund's beta is 0.97 and its standard deviation is 10. Your fund's Sharpe Ratio is You manage a sector (i.e. automotive) fund. During the year, your fund returned 12.7% when the risk free rate was 2.74%. This fund's beta is 0.97 and its standard deviation is 10. Your fund's Sharpe Ratio is
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The Sharpe Ratio is calculated by subtracting the riskfree rate fro... View the full answer
Related Book For
Essentials of Corporate Finance
ISBN: 978-0078034756
8th edition
Authors: Stephen Ross, Randolph Westerfield, Bradford Jordan
Posted Date:
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