Logo
Home Study Material Contact Search
AI Chat FREE
  1. business
  2. finance
  3. if the return on portfolio a is 11%, the market po

If the return on portfolio A is 11%, the market portfolio return is 12%, the...

60.1K

Verified Solution

Question

Finance

If the return on portfolio A is 11%, the market portfolio return is 12%, the inflation rate is 2%, the risk-free rate is 3%, the standard deviation of the return for portfolio A is 8%, the standard deviation of the return on the market portfolio is 14%, and the portfolios beta is 1.1, the portfolios Sharpe ratio will be 0.064.
  • A. True
  • B. False

Answer & Explanation Solved by verified expert
Get Answers to Unlimited Questions

Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!

Membership Benefits:
  • Unlimited Question Access with detailed Answers
  • Zin AI - 3 Million Words
  • 10 Dall-E 3 Images
  • 20 Plot Generations
  • Conversation with Dialogue Memory
  • No Ads, Ever!
  • Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
Become a Member

Other questions asked by students

Q

  Module Main ()                                                           // Create a car object         Declare car myCar         // Call the constructor of the car and set the                                  // variables            ...

Programming
Q

Please write at least two-paragraphs that addresses the following questions for your initial post: Compare and contrast...

Psychology
Q

Understand the basics of an arthritis reaction. How are arthritis and anaphylaxis alike, how are...

Biology
Q

Which of the following Identifies the mechanism by which a single transcribed DNA se quence...

Biology
Q

Q 2 A linearly polarised electromagnetic wave given as E Eo i cos Assuming that...

Physics
Q

In the arrangement of resistances shown in the Fig 9 9 the pd between B...

Physics
Q

For the given functions f and g, find the requested composite function.f(x) = 5x +...

Algebra
Q

Knowledge Check 01 Otis Corporation uses a periodic...

Accounting
Q

FGH Company needs a truck and a trailer to use in the business....

Accounting
Q

3.3 Dividends Allocation of Earnings and Profits On January 1, 20x8, Tree Corporation...

Accounting
Q

QUESTION 1 Baggu Sdn Bhd, a Malaysian resident company, was incorporated in April 2011 and...

Accounting
Q

Mona Company has decided that ditect labor hours is a good basis on which to...

Accounting