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Question
| Sooner | Market Portfolio | |||
| Average return | 20 | % | 11 | % |
| Standard deviations of returns | 44 | % | 19 | % |
| Beta | 8 | 1.0 | ||
| Residual standard deviation | 2.0 | % | 0.0 | % |
38) The following data are available relating to the performance of Sooner Stock Fund and the market portfolio:
The risk-free return during the sample period was 3%.
What is the Sharpe measure of performance evaluation for Sooner Stock Fund?
A) 0.0133
B) 0.04
C) 0.0867
D) 0.386
E) 0.3714
Answer
This answer is hidden. It contains 42 characters.
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