Question:You
manage a risky portfolio with expected rate of return of 15% and
standard deviation of...
Question
You
manage a risky portfolio with expected rate of return of 15% and
standard deviation of...
You
manage a risky portfolio with expected rate of return of 15% and
standard deviation of 32%. The risk free rate is 3%.
A client chooses to invent 60% of her wealth into your
portfolio and 40% into a t-bill market fund. What is the reward to
variability ratio (sharpe ratio) of your clients overall
portfolio?