Multiple Choice
A portfolio has a Sharpe ratio of .63, a standard deviation of 13.2%, and an expected return of 12.4%. What is the risk-free rate?
A) 3.98%
B) 4.08%
C) 4.82%
D) 5.34%
E) 6.23%
Correct Answer:
Verified
Correct Answer:
Verified
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