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Question
A portfolio has a beta of 1.26, a standard deviation of 15.9 percent, and an average return of 15.07 percent. The market rate is 12.7 percent and the risk-free rate is 3.6 percent. What is the Sharpe ratio?A. .61
B. .68
C. .72
D. .84
E. .88
Answer
This answer is hidden. It contains 35 characters.
Related questions
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Which one of the following statements regarding an original issue $25,000 GNMA bond is correct?
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An analyst gathered the following year-end price level data for an economy. What is the economy's annual inflation rate for 2012?A. 3.22%B. 3.42%C. 3.68%D. 3.87%E. 3.92%
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