Portfolio’s Sharpe Index Assignment | Homework For You
February 20th, 2020
Sharpe Index:
Return P | Return Q | ||
(Domestic) | (Foreign) | ||
Mean | 10.00% | 9.80% | |
Variance | 2.10% | 6.56% | |
Covariance | 0.48% | ||
Risk-free | 2.50% |
Form a portfolio with equal proportions of P and Q. What is the portfolio’s Sharpe Index?
0.54 | ||
0.48 | ||
0.32 | ||
0.26 |
Get Finance homework help today