User Account

All Pages

Sharpe measure of resulting complete portfolio

Assignment Help Finance Basics
Reference no: EM132467351

You invest $100,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 12.25% and a standard deviation of 48% and a treasury bill with a rate of return of 3.50%. How much money should be invested in the risky asset to form a portfolio with an expected return of 10%? Be sure to convert your percentage weight in the risky asset to dollars.

What is the Sharpe measure of your resulting complete portfolio in this problem? Enter your answer rounded to two decimal places. Note that Sharpe measure is typically shown as a decimal not a percentage.

Reference no: EM132467351

Questions Cloud

Expected return for the non-optimal complete portfolio : What is the expected return for the non-optimal complete portfolio with this increased level of risk? Enter your answer rounded to two decimal places.
Prepare journal entries to record the preceding transactions : Prepare journal entries to record the preceding transactions.Post your entries to T-accounts. (Don't forget to enter the beginning inventory balances )
Optimal portfolio weight to invest in the risky asset : What is their optimal portfolio weight to invest in the risky asset? Enter your answer rounded to two decimal places.
Indifferent between the risky portfolio : Which value of A makes this investor indifferent between the risky portfolio and the risk-free asset? Enter your answer rounded to two decimal places.
Sharpe measure of resulting complete portfolio : What is the Sharpe measure of your resulting complete portfolio in this problem?
Investor indifferent between the risky portfolio : Which value of A makes this investor indifferent between the risky portfolio and the risk-free asset?
Repare statement of financial position for the organization : Prepare a statement of financial position for this organization. Prepare a statement of activities for this organization for this year
What is the monthly payment : If Daniel borrows $100,000 for 10 years, the loan has an APR of 7% with monthly payments and he will make a $20,000 balloon payment at the end of the 10-year te
Compare the benchmark values in completed template : Compare the benchmark values in your completed template with the actual MRHS metric values given in exhibit 29.3.

Reviews

Write a Review

Finance Basics Questions & Answers

  Financial reporting and analysis

Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..

  A report on financial accounting

This report is specific for a core understanding for Financial Accounting and its relevant factors.

  Describe the types of financial ratios

Describe the types of financial ratios and other financial performance measures that are used during venture's successful life cycle.

  Differences between sole proprietorship and corporation

Briefly describe the major differences between a sole proprietorship and a corporation

  Prepare a cash budget statement

Calculate the expected value of the apartment in 20 years' time. What is the mortgage loan repayment at the beginning of each month

  What are the implied interest rates

What are the implied interest rates in Europe and the U.S.?

  State pricing theory and no-arbitrage pricing theory

State pricing theory and no-arbitrage pricing theory

  Small business administration

Identify the likely stage for each venture and describe the type of financing each venture is likely to be seeking and identify potential sources for that financing.

  Effect of financial leverage

The Effect of Financial Leverage and working capital management

  Evaluate the basis for the payment to the lender

Evaluate the basis for the payment to the lender and basis for the payment to the company-counterparty.

  Importance of opps, ipps, mpfs and dmepos

Research and discuss the differences and importance of : OPPS, IPPS, MPFS and DMEPOS.

  Time value of money

Time Value of Money project

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!

Submit Assignment

Academics

Major Subjects

Majors

Get In Touch

whatsapp: +1-415-670-9521

Phone: +1-415-670-9521

Email: [email protected]

TERMS & POLICIES

HELP & SUPPORT

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