Multiple Choice
A portfolio has a beta of 1.16, a standard deviation of 12.2%, and an expected return of 11.55%. The market return is 10.4% and the risk-free rate is 3.2%. What is the portfolio's Sharpe ratio?
A) .574
B) .684
C) .737
D) .770
E) .855
Correct Answer:
Verified
Correct Answer:
Verified
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