Business
Business, 14.04.2020 19:02, Raymond123

A portfolio consists of the following two funds. Fund A Fund B $ Invested $ 12,000 $ 8,000 Weight 60 % 40 % Exp Return 15 % 12 % Std Dev 24 % 14 % Beta 1.92 1.27 Corr(A, B) 0.43 Riskfree rate 3.6 % What is the Sharpe ratio of the portfolio?

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A portfolio consists of the following two funds. Fund A Fund B $ Invested $ 12,000 $ 8,000 Weight 60...

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