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
it would be 0, because in the origin equations, the d's cancel out since it's x-x, only 2 would be left, therefore the correct answer is A since 0+2=2
5.5(7.5 + x)
Multiply 7.5 and x by 5.5.
41.25 + 5.5x
41.25 is the area of the blue part of the mural, and 5.5x is the area of the red part of the mural.
So 4.5 is equal to 4 and 1/2
u can convert that to 9/2
then to get the reciprocal you flip the denominator and numerator
this gives u 2/9
Answer: 36
Step-by-step explanation:
