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    Exam 22: Measuring Risks and Returns of Portfolio Managers
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    The Sharpe Measure on a Portfolio Which Earns 12%, with a Standard
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The Sharpe Measure on a Portfolio Which Earns 12%, with a Standard

Question 21

Question 21

Multiple Choice

The Sharpe measure on a portfolio which earns 12%, with a standard deviation of 30%, and beta of 1.27, is:


A) .40.
B) .094.
C) .508.
D) There is not enough information

Correct Answer:

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