6. For stock ZZZ, the average excess return is 0.0988 (or 9.88%), and the variance of excess returns is 0.0117072. If th
Posted: Fri Jul 01, 2022 7:46 am
- 6 For Stock Zzz The Average Excess Return Is 0 0988 Or 9 88 And The Variance Of Excess Returns Is 0 0117072 If Th 1 (35.94 KiB) Viewed 58 times
6. For stock ZZZ, the average excess return is 0.0988 (or 9.88%), and the variance of excess returns is 0.0117072. If the average risk-free rate is 0.0213 (or 2.13%) over the time period, calculate the Sharpe ratio for the stock. a. 0.4461 b. 0.5028 c. 0.6885 d. 0.9131 e. None of the above