Diversifying Malaysia Portfolio With Digital Currency: Evidence With Bitcoin
Table 2:
Portfolio | A | B | C | |||
- Bitcoin | + Bitcoin | - Bitcoin | + Bitcoin | - Bitcoin | + Bitcoin | |
Mean | 0.045% | 0.258% | -0.009% | 0.214% | -0.047% | 0.129% |
Std Dev | 0.975% | 4.342% | 1.160% | 2.995% | 1.702% | 2.661% |
Sharpe ratio | 0.0468 | 0.595 | -0.0079 | 0.0716 | -0.0281 | 0.0485 |