If ebays stock has a volatility of 449 and an expected, Financial Management

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If ebays stock has a volatility of 449 and an expected

The Optima Mutual Fund has an expected return of 19.8 % and a volatility of 18.7 %. Optima claims that no other portfolio offers a higher Sharpe ratio. Suppose this claim is true, and the risk-free interest rate is 5.6 %.

a. What is? Optima's Sharpe ratio?

b. If eBay's stock has a volatility of 44.9 % and an expected return of 11.9 %, what must be its correlation with the Optima Fund?

c. If the SubOptima Fund has a correlation of 83 % with the Optima Fund, what is the Sharpe ratio of the SubOptima Fund?

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Financial Management: If ebays stock has a volatility of 449 and an expected

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Financial Management: If ebays stock has a volatility of 449 and an expected

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