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The USTreasury Bill Is Yielding 2

Question 78

Multiple Choice

The U.S.Treasury bill is yielding 2.25 percent and the market has an expected return of 9.8 percent.What is the Sharpe ratio of a portfolio that has a beta of 1.32 and a variance of .027556?


A) .55
B) .60
C) .69
D) .74
E) .82

Correct Answer:

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