A Portfolio Consists of the Following Two Funds What Is the Sharpe Ratio of the Portfolio?
A)

question 42

Multiple Choice

A portfolio consists of the following two funds:
$\begin{array}{lcr}&\text { Fund A }& \text { Fund B }\\\text {\$ Invested } & \$ 12,000 & \$ 8,000 \\\text { Weight } & 60\% & 40\% \\\text { Exp Return } & 15\% & 12\% \\\text { Std Dev } & 24\% & 14\% \\\text { Beta } & 1.92 & 1.27 \\\text { Corr(A, B) } & .43 &\\\text { Riakfree rate }&3.60\end{array}$
What is the Sharpe ratio of the portfolio?

• A).422
• B).581
• C).645
• D).721
• E).798

Acknowledge the importance of primary goals and shared information in attaining sustainability.

Understand the stages and methods of sustainable innovation.

Appreciate the significance of compliance with legal requirements as a step toward sustainable innovation.

Recognize the importance of exit and entrance strategies in collaborative sustainability efforts.

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Definitions:

RADAR Model

A framework for continuous improvement and effective decision-making which stands for Recognize, Assess, Develop, Activate, and Review.

Key Objectives

The primary goals or targets that an individual or organization aims to achieve.

Compliance-based Approach

A method in business ethics focusing on adhering to laws, regulations, and company policies to avoid misconduct and penalties.

Integrity-based Approach

A method of operation that focuses on consistency between expressed values, actions, and ethical standards, emphasizing accountability and transparency.