Required: You manage an equity fund with an expected risk premium of 12.2% and a standard deviation of 36%. 4.4%. Your client chooses to invest $90,000 of her portfolio in your equity fund and $110,000 reward-to-volatility (Sharpe) ratio for the equity fund? (Round your answer to 4 decimal places.) The in a T-bill money rate on Treasury market fund. bills is What is the
Required: You manage an equity fund with an expected risk premium of 12.2% and a standard deviation of 36%. 4.4%. Your client chooses to invest $90,000 of her portfolio in your equity fund and $110,000 reward-to-volatility (Sharpe) ratio for the equity fund? (Round your answer to 4 decimal places.) The in a T-bill money rate on Treasury market fund. bills is What is the
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
Problem 1PS
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