Better risk adjusted return

Assignment Help Business Management
Reference no: EM131252963

You are an analyst comparing the performance of two portfolio managers using the Sharpe Ratio measurement. Manager A shows a return of 20% with a standard deviation of 16%. Manager B shows a return of 13% with a standard deviation of 7%. If the risk free rate is 5% which manager has the better risk adjusted return?

Reference no: EM131252963

Questions Cloud

How an effective compensation and benefit system contributes : Present to the management a revised compensation and benefit strategy. Your proposal should include: Description of how an effective compensation and benefit system contributes to organizational effectiveness.
Create a bcg matrix and place the primary product lines : Label the market share and market growth axis values based on your research. If your firm has a large portfolio, select one brand to illustrate each major division. Summarize your findings and recommend how marketing should allocate resources base..
Determining the call date : Find the Yield-to-Call on a Semiannual Coupon Bond with a Price of $1085, a Face Value of $1000, a Call Price of $1069.5, a Coupon Rate of 6.95%, 18 years remaining until Maturity, and 10 years remaining until the Call Date.
Derive the expected mean squares : Derive the expected mean squares for a balanced three-stage nested design, assuming that A is fixed and that B and C are random. Obtain formulas for estimating the variance components. Assume the restricted form of the mixed model.
Better risk adjusted return : You are an analyst comparing the performance of two portfolio managers using the Sharpe Ratio measurement. Manager A shows a return of 20% with a standard deviation of 16%. Manager B shows a return of 13% with a standard deviation of 7%. If the ri..
Find the core of the q rule game for any value : Suppose that the set of policies is one-dimensional and that each player's preferences are single-peaked. - Find the core of the q-rule game for any value of q with n/2 ≤ q ≤ n.
What is the firm market value weight of equity : What is the firm's market value weight of equity? (Answer should be in decimal form with the zero in front of the decimal. Round answer to 4 decimal places, round any intermediate calculations to 5 decimal places).
Formulas for estimating the variance components. : Repeat Problem 14.7 assuming the unrestricted form of the mixed model. You may use a computer software package to do this. Comment on any differences between the restricted and unrestricted model analysis and conclusions.
What is the firm market value weight of equity : What is the firm's market value weight of equity? (Answer should be in decimal form with the zero in front of the decimal. Round answer to 4 decimal places, round any intermediate calculations to 5 decimal places).

Reviews

Write a Review

 

Business Management Questions & Answers

  National just deliver the american version

1. What is the right thing to do here?

  Explain marketing information gathering and analysis

Explain with your class technology used in marketing information gathering and analysis and how a marketing professional assures the research or information is correct

  Illustrate what are the organisational capabilities

Consider illustrate what resources the Company is using and explain how it is deploying them in the running of the business; illustrate what are the organisational capabilities?

  Analyze the structure of the evolution of the pc industry

Analyze the structure of the evolution of the PC industry and explain to justify your answer.

  Organizational change including workforce downsizing

Think of a change that occurred at your place of employment or in a company with which you are familiar and what events occurred during the change?

  Organizaional behavior-information

Show the primary differences between face-to-face and virtual teams. Explain why the Aberdeen model can or cannot be implemented in other organizations that rely heavily on virtual teams.

  Collaborative leadership

Rreview of current concepts and theories of Leadership - Discussion on leadership types and styles and Collaborative Leadership

  Supreme court in hobby lobby and citizens united

Do you agree with the outcome of theH obby Lobbycase? Discuss what rights if any were given to businesses by the Supreme Court in Hobby Lobby and Citizens United. Explain how these two decisions may affect the rights of both business owners and of em..

  Waterfront hotels corporation in boston proposals a job

Waterfront Hotels Corporation in Boston proposals a job to Carol who lives in Denver. Carol orally agrees to work for Waterfront for two years. She moves her family to Boston as well as begins work.

  Assessment and improvement phasesphase 1briefly describe

assessment and improvement phasesphase 1briefly describe the organization you have selected for the slp discuss where

  Benefit to using statistics in questionnaires

What is the benefit to using statistics in questionnaires? What is the benefit to using SPSS, if any?

  Cartwright manufacturing are awarded efficiency ratings

The employees of Cartwright Manufacturing are awarded efficiency ratings. The distribution of the ratings approximates a normal distribution. The mean is 406, the standard deviation 64. What is the area under the normal curve between 406 and 492?

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd