Multiple Choice
A portfolio has a beta of 1.35, a standard deviation of 13.3%, and an average return of 12.01%. The market rate is 12.7% and the risk-free rate is 2.1%. What is the Sharpe ratio?
A) .716
B) .745
C) .754
D) .847
E) .863
Correct Answer:
Verified
Correct Answer:
Verified
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