Consider the following returns for investments, asset A, B, C, and D: ...
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Consider the following returns for investments, asset A, B, C, and D:
| Asset | Returns | |||
| Investment A: | 2% | 11% | 8% | -3% |
| Investment B: | 3% | -5% | 7% | -2% |
| Investment C: | 5% | 8% | -7% | 3% |
| Investment D: | 6% | 6% | 4% | -2% |
Question 5: Given a risk-free rate of 2.15%, the Sharpe ratio for investment A,B, C and D is:
| a. | 0.5126, 0.2635, 0.2270 and 0.3734 respectively | |
| b. | 0.3662, 0.2049, 0.1445 and 0.4090 respectively | |
| c. | 0.3767, -0.2634,0.0154 and 0.3566 respectively | |
| d. | 0.4756, 0.3416, 0.2838 and 0.8593 respectively | |
| e. | 0.3567, -0.0195,0.00160 and 0.5049 respectively |
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