Multiple Choice
A portfolio has a beta of 1.26, a standard deviation of 15.9%, and an average return of 15.07%. The market rate is 12.7% and the risk-free rate is 3.6%. What is the Sharpe ratio?
A) .616
B) .684
C) .721
D) .847
E) .880
Correct Answer:
Verified
Correct Answer:
Verified
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