Multiple Choice
Alex is working on an investment portfolio reviewing Gas and Diesel summary statistics. Which investment would be the better risk per unit, assuming Rf = 2? 
A) Gas provides a higher Sharpe ratio with 34.2178, thus more reward per unit of risk.
B) Gas provides a higher Sharpe ratio with 61.1395, thus more reward per unit of risk.
C) Diesel provides a higher Sharpe ratio with 59.3583, thus more reward per unit of risk.
D) Diesel provides a higher Sharpe ratio with 42.9331, thus more reward per unit of risk.
Correct Answer:
Verified
Correct Answer:
Verified
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