Multiple Choice
A portfolio has a beta of 1.26,a standard deviation of 15.9 percent,and an average return of 15.07 percent.The market rate is 12.7 percent and the risk-free rate is 3.6 percent.What is the Sharpe ratio?
A) .61
B) .68
C) .72
D) .84
E) .88
Correct Answer:
Verified
Correct Answer:
Verified
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