Expected return and standard deviation of client portfolio

Assignment Help Financial Management

Reference no: EM132015587

Suppose you manage a risky portfolio with an expected return of 17% and a standard deviation of 27%. Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. The T-bill rate is 7%.

1) What is the expected return and standard deviation of your client's portfolio?

2) What is the Sharpe ratio (S) of your risky portfolio and your client's overall peortfaolien?

Reference no: EM132015587

Questions Cloud

Discount model rather than free cash flow model : In what circumstances would you choose to use a dividend discount model rather than a free cash flow model to value a firm? Why?

What was your relationship to money growing up : What is one of your biggest money-related mistakes that you've made? What did you learn from it, and what do you do differently now?

Find the volume fraction of a block : How does one find the volume fraction of a block that is submerged in both water and oil (oil on top and both water and oil below)

Relevant in the field of ecology : Compare and contrast Bergmann's rule and Allen's rule. Which is more anrelevant in the field of ecology d why?

Expected return and standard deviation of client portfolio : What is the expected return and standard deviation of your client's portfolio?

Concept of acceleration : Using the concept of acceleration, explain how a swimmer can have a better time for a 100-m race in a 25-m pool than in a 100-m pool.

Various steps in the process : Describe in detail which form(s) of energy get converted into which other form(s) during the various steps in the process.

How would a consumer know they had the correct store : If there was signage, what was the tone of voice? If no signage, how would a consumer know they had the correct store?

Find the fraction of kinetic energy lost in the collision : (a) Determine the velocity of the 0.300-kg puck after the collision. (b) Find the fraction of kinetic energy lost in the collision

User Account

All Pages