Multiple Choice
The U.S. Treasury bill is yielding 3.0 percent and the market has an expected return of 10.7 percent. What is the Sharpe ratio of a portfolio that has a beta of 1.32 and a variance of .027556?
A) .55
B) .61
C) .69
D) .74
E) .82
Correct Answer:
Verified
Correct Answer:
Verified
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