Multiple Choice
A portfolio has an average return of 13.3 percent, a standard deviation of 14.7 percent, and a beta of 1.35. The risk-free rate is 2.8 percent. What is the Sharpe ratio?
A) .49
B) .52
C) .63
D) .71
E) .75
Correct Answer:
Verified
Correct Answer:
Verified
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