Multiple Choice
The U.S.Treasury bill is yielding 2.5 percent and the market has an expected return of 9.0 percent.What is the Sharpe ratio of a portfolio that has a beta of 1.25 and a variance of 0.0218?
A) 0.55
B) 0.60
C) 0.69
D) 0.74
E) 0.82
Correct Answer:
Verified
Correct Answer:
Verified
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