Multiple Choice
A portfolio has a Sharpe ratio of .75, a standard deviation of 17.0%, and an expected return of 15.9%. What is the risk-free rate?
A) 1.98%
B) 2.36%
C) 2.48%
D) 3.09%
E) 3.15%
Correct Answer:
Verified
Correct Answer:
Verified
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