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  3. (ch.25) portfolio returns, in %, over the first si

(Ch.25) Portfolio returns, in %, over the first six months of a year were 0.22,...

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Finance

(Ch.25) Portfolio returns, in %, over the first six months of a year were 0.22, 0.68, (-1.24), 0.26, 1.58, and (-0.46). The benchmark returns over the same six months were 0.18, 0.79, (-0.98), 0.41, 1.57, and (-0.08), respectively. What is the portfolio's monthly (i.e., NOT annualized) Sharpe ratio over the period if the average monthly (i.e., NOT annualized) risk-free rate was 0.178%? (Round to the nearest 0.01. The formula is in Ch.25 on p.573. Note that the portfolio return and the risk free rate in the numerator are both average returns per period.)

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