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Niki Malone's portfolio earned a return of 1 1 4% during the year just ended....

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Niki Malone's portfolio earned a return of 1 1 4% during the year just ended. and its standard deviation was 99% The portfolio s standard deviation of return was 14 996. The risk free rate s current 6.1%. During the year, the return on the market portfolio was 9 1 % a. Calculate Sharpe's measure for Niki Malone's portfolio for the year just ended b. Compare the performance of Nikis portfolio found in part a to that of Hector Smith's portfolio, which has a Sharpe's measure of 0.488. Which portfolio performed better? Why? c. Calculate Sharpe's measure for the market portfolio for the year just ended. d. Use your findings in parts a and c to discuss the performance of Niki's portfolio relative to the market during the year just ended. a. The Sharpe's measure for Niki Malone's portfolio for the year just ended is(Round to three decimal places)

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