- CFA Exams
- CFA Level I Exam
- Topic 9. Portfolio Management
- Learning Module 38. Analysis of Active Portfolio Management
- Subject 2. Comparing Risk and Return
CFA Practice Question
Investor A puts all his money in a mutual fund. Investor B puts 30% of his equity in cash and the remaining 70% in the same fund. Which portfolio is expected to have a higher Sharpe ratio?
B. B
C. They have the same Sharpe ratio.
A. A
B. B
C. They have the same Sharpe ratio.
Correct Answer: C
Sharpe ratio is unaffected by the addition of cash or leverage in a portfolio.
User Contributed Comments 4
User | Comment |
---|---|
1003669 | How? |
morel-san | It's the return per unit of risk undertaken. It means that what ever amount you put into the mutual fund, you'll only be attributed a proportionate amount of risk. The more money is in the mutual fund, the higher your standard deviation and vice versa. It doesn't really matter what amount you put in actually. |
morel-san | They'll have the same Sharpe but their Standard deviation will be different |
davidt87 | morel-san, their std. dev. AND their return will be adjusted proportionally so that the Sharpe ratio is unaffected |