Multiple Choice
If a portfolio had a return of 15%, the risk-free asset return was 5%, and the standard deviation of the portfolio's excess returns was 30%, the Sharpe measure would be
A) 0.20.
B) 0.35.
C) 0.45.
D) 0.33.
E) 0.25.
Correct Answer:
Verified
Correct Answer:
Verified
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