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Consider the following annual closing prices of mutual fund ABC, and Treasury bills rate. RF Rate (in %) 1.29 0.64 0.72 0.53 0.57 1.06 1.39 1.41 0.5 0.81 0.84 Date Year 1 Year 2 Year 3 Year 4 Year 5 Year 6 Year 7 Year 8 Year 9 Year 10 141 Year 11 109 Stock Price (in $) 114 75 64 117 67 98 101 76 80 What is the Sharpe ratio for this mutual fund during the study period? 14.53 10.8975 20.342 10.8975 18.1625

Consider the following annual closing prices of mutual fund ABC, and Treasury bills rate. RF Rate (in %) 1.29 0.64 0.72 0.53 0.57 1.06 1.39 1.41 0.5 0.81 0.84 Date Year 1 Year 2 Year 3 Year 4 Year 5 Year 6 Year 7 Year 8 Year 9 Year 10 141 Year 11 109 Stock Price (in $) 114 75 64 117 67 98 101 76 80 What is the Sharpe ratio for this mutual fund during the study period? 14.53 10.8975 20.342 10.8975 18.1625

Essentials Of Investments
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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Consider the following annual closing prices of mutual fund ABC, and Treasury bills rate. RF Rate (in %) 1.29 0.64 0.72 0.53 0.57 1.06 1.39 1.41 0.5 Date Year 1 Year 2 Year 3 Year 4 Year 5 Year 6 Year 7 Year 8 Year 9 Year 10 141 Year 11 109 Stock Price (in $) 114 75 64 117 67 98 14.53 What is the Sharpe ratio for this mutual fund during the study period? 10.8975 20.342 101 76 80 10.8975 0.81 0.84 18.1625
Transcribed Image Text:Consider the following annual closing prices of mutual fund ABC, and Treasury bills rate. RF Rate (in %) 1.29 0.64 0.72 0.53 0.57 1.06 1.39 1.41 0.5 Date Year 1 Year 2 Year 3 Year 4 Year 5 Year 6 Year 7 Year 8 Year 9 Year 10 141 Year 11 109 Stock Price (in $) 114 75 64 117 67 98 14.53 What is the Sharpe ratio for this mutual fund during the study period? 10.8975 20.342 101 76 80 10.8975 0.81 0.84 18.1625
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