Answer:
Just be yourself.
Step-by-step explanation:
You might get different answers, but this one is something you should definitely do!
Hope this helped...have a great day <3
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) 27.5, b) 5.33.
Step-by-step explanation:
Since we have given that
and n = 180
We need to calculate the sample mean and sample standard deviation.
So, the mean of the distribution of sample means is
The standard deviation of the distribution of sample means is
Hence, a) 27.5, b) 5.33.
Does it want the answer 6/8? I think this is right.