The following information is available to you. All returns have been converted to $ terms.                          Return               Std Deviation                     Correlation with US US                   10.5%                  21%                                             1.0 Brazil            14.8%                   32%                                              0.4 Risk-free rate = 2.5% What is the Sharpe Ratio of a portfolio with 70% in US, and 30% in Brazil? Group of answer choices 0.3810 0.3844 0.4527 0.3510

Essentials Of Investments
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ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
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The following information is available to you. All returns have been converted to $ terms.
                         Return               Std Deviation                     Correlation with US
US                   10.5%                  21%                                             1.0
Brazil            14.8%                   32%                                              0.4
Risk-free rate = 2.5%
What is the Sharpe Ratio of a portfolio with 70% in US, and 30% in Brazil?
Group of answer choices
0.3810
0.3844
0.4527
0.3510
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