Let's consider two portfolios. Calculate Sharpe's ratio.

MATLAB: An Introduction with Applications
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Example 1: Let's consider two portfolios. Calculate Sharpe's ratio.
Return (Rp)
Risk Free (Rr) Excess rëtürn
(Rp-Rr).
Portfolio
Portfolio risk
(SD)
A
21
8
13
10-
B
17
8
Transcribed Image Text:Example 1: Let's consider two portfolios. Calculate Sharpe's ratio. Return (Rp) Risk Free (Rr) Excess rëtürn (Rp-Rr). Portfolio Portfolio risk (SD) A 21 8 13 10- B 17 8
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