Discuss problem related to the sharpe measure

Assignment Help Accounting Basics
Reference no: EM131627153

Question: Congratulations! Your portfolio returned 11% last year, 2% better than the market return of 9%. Your portfolio's return had a standard deviation equal to 18%, and the risk-free rate is 3%. Calculate Sharpe's measure for your portfolio. If the market's Sharpe's measure is 0.3, did you do better or worse than the market from a risk/return perspective?

Reference no: EM131627153

Questions Cloud

Completing a cash flow statement : Good morning, can you please help me on completing a cash flow statement using the direct and indirect method and completing the responses for letters A thru C.
What is annual after-tax hpr on the given investment : Mom and Pop had a portfolio of long-term bonds that they purchased many years ago. The bonds pay 12% interest annually, and the face value is $100,000.
Analyze your research data and draft for findings : Evaluate the organization's industry operating environment. Analyze your research data and draft for findings for your industry, market, and customer research.
Find the hpr on simon portfolio : On January 1, 2017, Simon Love's portfolio of 15 common stocks had a market value of $264,000. At the end of May 2017, Simon sold one of the stocks.
Discuss problem related to the sharpe measure : Congratulations! Your portfolio returned 11% last year, 2% better than the market return of 9%. Your portfolio's return had a standard deviation equal to 18%.
Discuss what action is available to nylex pty ltd to prevent : What action is available to Nylex Pty Ltd to prevent Chill-Out Pty Ltd from using the word ‘esky' and what defences, if any, are available to Chill-Out Pty Ltd
Forward exchange contract and still make money : The risk of such trade is that the Australian dollar may depreciate sharply. Could you eliminate this risk by entering into a forward exchange contract?
What would be the long-run effect of the given policy : Discussion Question- What do you think would be the immediate impact of that policy? What would be the long-run effect of that policy?
Calculate sharpe measure for niki malone portfolio : Niki Malone's portfolio earned a return of 11.8% during the year just ended. The portfolio's standard deviation of return was 14.1%.

Reviews

Write a Review

Accounting Basics Questions & Answers

  How much advertising use if cost of producing is given

Sales amount is 20000; 29000;37000;44000; or 50000 (resp). How much advertising would you use if the cost of producing the item is $23.60 per item?

  Would you invest in this company explain why or why not

Review the annual reports for PepsiCo, Inc. and The Coca-Cola Company in Appendixes A & B of Financial Accounting (6th ed.).  Select either PepsiCo, Inc. or The Coca-Cola Company.  In your estimation, the company you chose may be financially healthie..

  Prepare a schedule of accounts receivable

Winslow Company posts its sales invoices directly and then binds them into a Sales Journal. Winslow had the following credit sales to these customers.

  Flips boutique has total receipts for the month of 30660

1 in preparing its bank reconciliation for the month of april 2013 flip inc. has available the following

  Compute the budgeted purchases in dollars for may

Using the preceding information, compute the following amounts: Budgeted purchases in dollars for May and Budgeted Cash Collections for May

  Cost system of measurement for assets and liabilities

(a) Identify the strengths and weaknesses of using a historical cost system of measurement for assets and liabilities. (b) Explain why a current value measurement system is more appropriate for financial instruments than a historical cost system. (c)..

  Bill has a mortgage loan on his personal residence he

bill has a mortgage loan on his personal residence. he decides to pay 24 months of interest in advance on july 1 2012.

  Prepare an income statement for ramirez enterprises for the

Prepare an income statement for Ramirez Enterprises for the year ended April 30, 2014. Prepare a retained earnings statement for Ramirez Enterprises for the year ended April 30, 2014. Prepare a classified balance sheet for Ramirez Enterprises as of A..

  New york times company financial statements

A Interpreting The New York Times Company's Financial Statements-The 2011 Form 10-K of The New York Times Company includes the following note:

  Calculate the piecework hours and the worker pay

A company operates a piecework scheme where the hourly rate is £3.00 per hour and the agreed rate of production is 600 units per hour.

  Prepare the entry to record dillons credit sales

Dillons Corporation made credit sales of $30,000 which are subject to 6% sales tax. The corporation also made cash sales which totaled $20,670 including the 6% sales tax.

  Prepare the cash flows from operating activities section of

the income statement and a schedule reconciling cash flows from operating activities to net income are provided below

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