Question

Calculate the reward to variability(Sharpe) ratio for the portfolio if you put 3/4 of your money...

Calculate the reward to variability(Sharpe) ratio for the portfolio if you put 3/4 of your money in A and 1/4 in C, assume risk free rate of 2%. Show all work.

A            C

1. 12.05 12.82

2. 15.27 5.82

3. 4.12 1.58

4. -1.57 -9.36

5. 13.16 12.45

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