Multiple Choice
A portfolio has a beta of 1.23 and a standard deviation of 11.6 percent.What is the Sharpe ratio if the market return is 12.4 percent and the market risk premium is 7.9 percent?
A) 0.07
B) 0.11
C) 0.65
D) 0.84
E) 0.90
Correct Answer:
Verified
Correct Answer:
Verified
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