Multiple Choice
Your portfolio has an expected return of 14.2 percent,a beta of 1.31,and a standard deviation of 15.3 percent.The U.S.Treasury bill rate is 3.48 percent.What is the Sharpe ratio of your portfolio?
A) .65
B) .67
C) .70
D) .77
E) .83
Correct Answer:
Verified
Correct Answer:
Verified
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