Answer:
The correct option based on the below computation of Sharpe ratio for all funds is option C,Fund C.
Step-by-step explanation:
Sharpe ratio=(Average return of the fund-risk free rate of return)/standard deviation of the fund
Risk free rate of return is 6%
Fund A:
Sharpe ratio=(24%-6%)/30%=0.6
Fund B:
Sharpe ratio=(12%-6%)/10%=0.6
Fund C:
Sharpe ratio=(22%-6%)/20%=0.8
Fund has a sharpe ratio of 0.8 ,unlike funds A& B that have a ratio of 0.6 each
In other words option C is correct
Answer:
a.51
b.131.5
d.131.5
w.131.5
x.51
y.131,5
z.51
don't know the rest
Step-by-step explanation:
Answer:
76%
Step-by-step explanation:
Times the decimal by 100 to get a percent
basically moving the decimal 2 spaces to the right.
The absolute value of -3 is -3
Answer:
10x-15y
Step-by-step explanation:
5(2x-3y)
10x-15y
