Consider the following annual closing prices of mutual fund ABC, and Treasury bills rate. RF Rate (in %) 1.31 1.24 0.91 1.19 1.02 1.25 0,66 1.04 0.92 0.99 0.63 0.66 1.02 1.13 Date Year 1 Year 2 Year 3 Year 4 Year 5 Year 6 Stock Price (in $) 87 107 85 71 O 5.32 O 3.8 O2.85 O 2.85 0 4.75 99 87 Year 7 Year 8 Year 9 90 Year 10 98 Year 11 70 Year 12 103 Year 13 104 Year 14 82 92 93 What is the Sharpe ratio for this mutual fund during the study period?
Consider the following annual closing prices of mutual fund ABC, and Treasury bills rate. RF Rate (in %) 1.31 1.24 0.91 1.19 1.02 1.25 0,66 1.04 0.92 0.99 0.63 0.66 1.02 1.13 Date Year 1 Year 2 Year 3 Year 4 Year 5 Year 6 Stock Price (in $) 87 107 85 71 O 5.32 O 3.8 O2.85 O 2.85 0 4.75 99 87 Year 7 Year 8 Year 9 90 Year 10 98 Year 11 70 Year 12 103 Year 13 104 Year 14 82 92 93 What is the Sharpe ratio for this mutual fund during the study period?
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
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