Multiple Choice
A portfolio has an average return of 9.9%, a standard deviation of 12.3%, and a beta of 1.23. The risk-free rate is 1.9%. What is the Sharpe ratio?
A) .593
B) .650
C) .679
D) .713
E) .756
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q29: What is Jensen's alpha of a
Q30: Which of the following are related to
Q31: The Jensen-Treynor alpha is equal to:<br>A)the Treynor
Q32: Which one of the following concerns a
Q33: A portfolio has a beta of 1.42
Q35: You are comparing three securities and discover
Q36: What is the Treynor ratio of
Q37: Your portfolio has a standard deviation
Q38: The risk premium of a portfolio divided
Q39: The Sharpe-optimal portfolio will be the investment