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Category > Business & Finance Posted 13 Jul 2017 My Price 11.00

You manage an equity fund with an expected risk premium of 10%

You manage an equity fund with an expected risk premium of 10% and an expected standard deviation of 14%. The rate on Treasury bills is 6%. Your client chooses to invest $60,000 of her portfolio in your equity fund and $40,000 in a T-bill money market fund. What is the expected return and standard deviation of return on your client’s portfolio?

 

Expected Return

Standard Deviation of Return

a.

8.4%

8.4%

b.

8.4

14.0

c.

12.0

8.4

d.

12.0

14.0

What is the reward-to-variability ratio for the equity fund in problem 22?

a. .71

b. 1.00

c. 1.19

d. 1.91

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Status NEW Posted 13 Jul 2017 04:07 PM My Price 11.00

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