Business, 10.03.2020 22:33 natachalebrun2
Two portfolios A and B both are a combination of US stocks. On risk-return scatter plot, we observe that the slope of a ray from the origin outward that passes through portfolio A's and B's location is 1 and 1.2 respectively.
Which portfolio has a higher Sharpe ratio?
a) Sharpe ratio A < Sharpe ratio B
b) Sharpe ratio A = Sharpe ratio B
c) Sharpe ratio A > Sharpe ratio B
d) Not enough data is given to calculate the Sharpe ratio
Answers: 2
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Two portfolios A and B both are a combination of US stocks. On risk-return scatter plot, we observe...
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