Multiple Choice
A portfolio has a Sharpe ratio of .80,a standard deviation of 17.4 percent,and an expected return of 15.9 percent.What is the risk-free rate?
A) 1.98 percent
B) 2.36 percent
C) 2.48 percent
D) 3.09 percent
E) 3.15 percent
Correct Answer:
Verified
Correct Answer:
Verified
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