Calculating Risk-Adjusted Performance Using Sharpe
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1. Consider the following three investments. Assume that T-bills yielded a constant 3 percent. Calculate the risk-adjusted performance of each of the funds, using the Sharpe measure.
Year A B C
2003 5% 4% 6%
2004 0% 1 1
2005 5 4 10
2006 8 10 18
2007 5 5 7.
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The solution calculates risk-adjusted performance using sharpe.
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