A portfolio generates a Sharpe ratio of 0.83. Which of the following benchmark Sharpe ration would be considered show the portfolio over performed?
A) 0.81
B) 0.79
C) 0.65
D) 0.62
E) All of them
Correct Answer:
Verified
Q75: If an investment provides a 2.1% return
Q76: The most common measure of loss associated
Q77: _ is a risk measure that indicates
Q78: If a portfolio had a return of
Q79: If a portfolio had a return of
Q80: Kurtosis is a measure of
A) how fat
Q81: A(n) _ can be used to show
Q82: The best measure of a portfolio's risk
Q83: Which combination of returns and standard deviation
Q85: In a two tailed normal distribution function,
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents