Multiple Choice
A portfolio has a variance of .0165,a beta of 1.05,and an expected return of 12.65 percent.What is the Sharpe ratio if the expected risk-free rate is 3.4 percent?
A) .66
B) .70
C) .72
D) .82
E) .86
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q25: Which one of the following statements is
Q35: Which one of the following Value-at-Risk measures
Q38: Angie owns a portfolio which has an
Q40: The one-year standard deviation of your portfolio
Q42: A stock has a return of 16.9
Q43: A portfolio consists of the following two
Q73: Which metric describes the percentage of a
Q78: The Sharpe ratio is best used to
Q86: The Value-at-Risk measure assumes which one of
Q89: The Sharpe ratio measures a security's return