What is the portfolio sharpe ratio

Assignment Help Financial Management

Reference no: EM131618180

Joe's portfolio earned a return of 15.4 percent with a standard deviation of 23.37 percent. The risk free rate for the period was 1.2 percent, the Market Risk Premium was 8.4 percent, and Joe's portfolio beta was 0.91. Given this information, what is the portfolio's Sharpe Ratio? Show your answer to three decimal places.

Reference no: EM131618180

Questions Cloud

Remedy of specific performance : when would the high cost of contractual performance make the remedy of specific performance more optimal than expectation damages?

Propose two methods that the employer can use : Propose two methods that the employer can use in order to manage the fiduciary duties wisely and with the employees' best interests in mind.

Demand and total cost functions : A monopolist faces the following demand and total cost functions:

Identify the points of difference in your analysis : Identify the points of difference in your analysis and explain how your application of relevant law to fact of this situation led you to a different conclusion.

What is the portfolio sharpe ratio : the Market Risk Premium was 8.4 percent, and Joe's portfolio beta was 0.91. Given this information, what is the portfolio's Sharpe Ratio?

Branch of comparative negligence law : Using supply and demand graphs, show how product liability, a branch of comparative negligence law, affect the supply and demand for products

Define the creation of popular culture : Personal and institutional structures support the creation of popular culture

Economic arguments applicable to m positions : Parties should be free to trade as they wish, subject only to the law of contract. Discuss the economic arguments applicable to M positions.

What is expected rate of return on this stock : What is the expected rate of return on this stock?

User Account

All Pages