A Portfolio Consists of the Following Two Funds

question 24

Multiple Choice

A portfolio consists of the following two funds. What is the Sharpe ratio of the portfolio?

• A) .39
• B) .45
• C) .52
• D) .60
• E) .64

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Definitions:

Duality

The condition of having two parts or aspects, often with contrasting properties or qualities.

Mutual Leadership

A leadership approach where leadership roles and responsibilities are shared among group members rather than centralized in a single leader.

Emergent

Refers to properties or patterns that arise during the process of self-organization in complex systems.

Dynamic

Defined by unceasing alteration, motion, or advancement.