Multiple Choice
If a portfolio had a return of 12%, the risk-free asset return was 4%, and the standard deviation of the portfolio's excess returns was 25%, the Sharpe measure would be
A) 0.12.
B) 0.04.
C) 0.32.
D) 0.16.
E) 0.25.
Correct Answer:
Verified
Correct Answer:
Verified
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