The Sharpe Ratio of a certain risky portfolio is 80%. It is decided to deleverage the portfolio by investing half the
Posted: Wed Mar 09, 2022 8:41 am
The Sharpe Ratio of a certain risky portfolio is
80%. It is decided to deleverage the portfolio by
investing half the funds in the risk-free rate at 5%, and half the
funds in the risky portfolio. The Sharpe Ratio of the
deleveraged portfolio is
Question 18 options:
2.5%
80%
40%
160%
80%. It is decided to deleverage the portfolio by
investing half the funds in the risk-free rate at 5%, and half the
funds in the risky portfolio. The Sharpe Ratio of the
deleveraged portfolio is
Question 18 options:
2.5%
80%
40%
160%