Multiple Choice
A portfolio has an average return of 12.4 percent,a standard deviation of 15.8 percent,and a beta of 1.35.The risk-free rate is 2.6 percent.What is the Sharpe ratio?
A) .49
B) .52
C) .62
D) .71
E) .75
Correct Answer:
Verified
Correct Answer:
Verified
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