How do Calculate Sharpe measure for portfolio

Assignment Help Financial Accounting
Reference no: EM132904471

Problem 1: Your portfolio returned 12.4% last year, 1.6?% better than the market return of 10.8%. Your portfolio had a standard deviation of earnings equal to 22%, and the risk-free rate is equal to 3.9%. Calculate Sharpe's measure for your portfolio. If the market's Sharpe's measure is 0.44, did you do better or worse than the market from a risk/return perspective?

Reference no: EM132904471

Questions Cloud

How much is total cost of remaining ordinary treasury shares : ssue of ordinary shares under subscription; 20% was collected at the date of subscription 35,000 35. How much is total cost of remaining ordinary treasury share
What is estimate of the stock current price for the company : What is your estimate of the stock's current price? The company's stock has a beta of 1.4, the risk-free rate is 7.5%, and the market risk premium is 4.5%.
What future developments : What future developments will we see for blockchain applications?
How much is the termination gain or loss on January : Lunox Company & the Lessor agreed to amend the original terms of the lease with the following information: How much is the termination gain or loss on January
How do Calculate Sharpe measure for portfolio : Your portfolio had a standard deviation of earnings equal to 22%, and the risk-free rate is equal to 3.9%. Calculate Sharpe's measure for your portfolio.
Corporate social responsibility : Pick one of the following terms for your research: code of ethics, conscious capitalism, corporate social responsibility (CSR), culture, ethical dilemma,
How much of the joint cost of each production : Assuming that both products are sold at the split-off point, how much of the joint cost of each production run is allocated to Smooth Skin
Calculate Treynor measure for portfolio and the market : The risk-free rate is 3.2%. Calculate Treynor's measure for your portfolio and the market. Did you earn a better return than the market given the risk you took?
Time value of money : What is 1 mistake people make when calculating their mortgage payments? Explain your answer.

Reviews

Write a Review

Financial Accounting Questions & Answers

  Financial statement analysis and preparation

Financial Statement Analysis and Preparation

  Shareholder of a company

Describe the ways that a person can become a shareholder of a company. Why Wal-Mart would split its stock?

  Financial and accounting principles

An understanding of financial and accounting principles can be a valuable tool for managers. While not all managers will find themselves calculating financial ratios or preparing annual financial data.

  Prepare a statement of cash flow using the direct method

Prepare a Statement of Cash Flow using the Direct Method and Prepare the Operations section of the Statement of Cash Flow using the Indirect Method.

  Financial accounting assignment

This assignment has one case study and two question apart from case study. Questions related to document Liquidation question and Company financial statements question - Torquay Limited

  Prepare general journal entries for goela

Prepare general journal entries for Goela Ltd

  Principles of financial accounting

Prepare the journal entry to record the acquisition of the assets.

  Prepare general journal entries to record the transactions

Prepare general journal entries to record the transactions, assuming use of the periodic inventory system

  Global reporting initiative

Compare the view espoused by the economist Milton Friedman about the social responsibilities of business with the views express by Stigler.

  Explain the iasb conceptual frameworks

Explain the IASB Conceptual Framework's perspective of users and their decisions.

  Determine the company''s financial statements

T he focus of the report is to determine the extent to which you are comfortable relying on the financial statements as presented by management .

  Computation of free cash flow

Computation of Free Cash Flow

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd