Business
Business, 20.11.2020 17:10, lin550

Mutual fund A earned 10 percent while B earned 8 percent. The standard deviations of the returns were 7 percent and 4 percent, respectively. Assumr risk free rate of 2%. a) Estimate the Sharpe ratio of each mutual fund
b) According to the Sharpe ratio, which fund performed better?

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Mutual fund A earned 10 percent while B earned 8 percent. The standard deviations of the returns wer...

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