Multiple Choice
The U.S. Treasury bill is yielding 1.5% and the market has an expected return of 10.2%. What is the Sharpe ratio of a portfolio that has a beta of 1.32 and a variance of .0323?
A) .550
B) .573
C) .639
D) .743
E) .826
Correct Answer:
Verified
Correct Answer:
Verified
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