This paper circulates around the core theme of The Optima Mutual Fund has an expected return of 20%, together with its essential aspects. It has been reviewed and purchased by the majority of students thus, this paper is rated 4.8 out of 5 points by the students. In addition to this, the price of this paper commences from £ 99. To get this paper written from the scratch, order this assignment now. 100% confidential, 100% plagiarism-free.
The Optima Mutual Fund has an expected return of 20%, and a volatility of 20%. Optima claims that no 1 answer below » The Optima Mutual Fund has an expected return of 20%, and a volatility of 20%. Optima claims that no other portfolio offers a higher Sharpe ratio. Suppose this claim is true, and the risk-free interest rate is 5%. What is Optima’s Sharpe Ratio? If eBay’s stock has a volatility of 40% and an expected return of 11%, what must be its cor- relation with the Optima Fund? If the SubOptima Fund has a correlation of 80% with the Optima Fund, View complete question » The Optima Mutual Fund has an expected return of 20%, and a volatility of 20%. Optima claims that no other portfolio offers a higher Sharpe ratio. Suppose this claim is true, and the risk-free interest rate is 5%. What is Optima’s Sharpe Ratio? If eBay’s stock has a volatility of 40% and an expected return of 11%, what must be its cor- relation with the Optima Fund? If the SubOptima Fund has a correlation of 80% with the Optima Fund, what is the Sharpe ratio of the SubOptima Fund? View less » Sep 17 2015 01:52 PM