Question

In: Statistics and Probability

Consider the following returns for two investments, A and B, over the past four years: Investment...

Consider the following returns for two investments, A and B, over the past four years:


Investment 1: 9% 10% -7% 15%
Investment 2: 7% 9% -16% 14%

b-1. Calculate the standard deviation for each investment. (Round your answers to 2 decimal places.)

Investment 1:

Investment 2:

c-1. Given a risk-free rate of 1.2%, calculate the Sharpe ratio for each investment. (Round your answers to 2 decimal places.)

Investment 1:

Investment 2:

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