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Question
| Monarch | Market Portfolio | |||||
| Average return | 16 | % | 12 | % | ||
| Standard deviations of returns | 26 | % | 22 | % | ||
| Beta | 15 | 1.00 | ||||
| Residual standard deviation | 1 | % | 0 | % | ||
43) The following data are available relating to the performance of Monarch Stock Fund and the market portfolio:
The risk-free return during the sample period was 4%.
Calculate Sharpe's measure of performance for Monarch Stock Fund.
A) 0.01
B) 0.46
C) 0.44
D) 0.55
E) None of the options are correct.
Answer
This answer is hidden. It contains 40 characters.
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