What is portfolio as sharpe ratio

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Reference no: EM13262316

Portfolio Expected Return Standard Deviation Correlation with Market

A 15% 29% .8

B 9% 17% .4

C 12% 27% .7

D 10% 21% .5

E 14% 36% .6

Market 11% 18% 1

Risk Free 5% 0% 0

1. Approximately what percentage of Portfolio E's returns will be greater than 25%?

2. What is Portfolio D's Beta?

3. What is portfolio A's Sharpe Ratio?

Reference no: EM13262316

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