Which of the following would make for the greatest increase

Reference no: EM13280193

A portflio expected return is 12% its standard deviaiton is 20%, and the risk-free rate if 4%. Which of the following would make for the greatest increase in the portfolio's Sharpe ratio?

a. An increase of 1% in expect return.
b. A decrease of 1% in the risk-free rate.
c. A decrease of 1% in its standard deviation

Reference no: EM13280193

Questions Cloud

How far does the truck skid before coming to a stop : A truck is traveling at 11.4 m/s down a hill when the brakes on all four wheels lock. How far does the truck skid before coming to a stop

What is ford motor co. average collection period for 2011 : Using Yahoo!Finance, calculate the cash coverage ratio for Ford Motor Co. for their 2011 fiscal year. Assume 2011 Depreciation is $0. Yahoo current shows it as blank on the cash flow statement?

How far did he slide down the pole : Starting from rest, a 91-kg firefighter slides down a fire pole. The average frictional force everted on him by the pole has a magnitude of 800 N, How far did he slide down the pole

Crystallization of sodium acetate from the supersaturated : Crystallization of sodium acetate from a supersaturated solution occurs spontaneously at constant temperature and pressure. What can you deduce about the signs of ?S and ?H for this process?

Which of the following would make for the greatest increase : A portflio expected return is 12% its standard deviaiton is 20%, and the risk-free rate if 4%. Which of the following would make for the greatest increase in the portfolio's Sharpe ratio?

Explain exhibit the smallest percent ionic character : Which compund shown with its dipole moment is expected to exhibit the smallest percent ionic character

What is the final speed of the black ball : A white billiard ball with mass mw = 1.34 kg is moving directly to the right with a speed of v = 3.02 m/s, What is the final speed of the white ball

Description of current problem : Description of current problem, issue, or deficit requiring a change. Hint: If you are proposing a change in current policy, process, or procedure(s) when delivering patient care, describe first the current policy, process, or procedure as a basel..

Explain a solution of benzene and toluene : At a given temperature the vapor pressures of benzene and toluene are 183 mm Hg and 59.2 mm Hg, respectively. calculate the mole fraction of benzene in the vapor pressure over a solution of benzene and toluene with xbenzene =0.600

User Account

All Pages