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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
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