menu-iconExamlexExamLexServices

Discover

Ask a Question
  1. All Topics
  2. Topic
    Business
  3. Study Set
    Fundamentals of Investments Study Set 2
  4. Exam
    Exam 13: Performance Evaluation and Risk Management
  5. Question
    A Portfolio Has a Variance of
Solved

A Portfolio Has a Variance of

Question 64

Question 64

Multiple Choice

A portfolio has a variance of .017424, a beta of 1.06, and an expected return of 13.15 percent. What is the Sharpe ratio if the expected risk-free rate is 3.4 percent?


A) .66
B) .70
C) .74
D) .82
E) .86

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions

Q2: The unadjusted total percentage return on a

Q5: Which one of the following is the

Q18: A portfolio has an expected return of

Q23: Which one of the following is the

Q59: Your portfolio has a beta of 1.24,

Q60: A portfolio has an average return of

Q61: The one-year standard deviation of your portfolio

Q65: Which of the following measures should be

Q88: The Miller Fund's correlation with the market

Q95: Which metric measures how volatile a fund's

Examlex

ExamLex

About UsContact UsPerks CenterHomeschoolingTest Prep

Work With Us

Campus RepresentativeInfluencers

Links

FaqPricingChrome Extension

Download The App

Get App StoreGet Google Play

Policies

Privacy PolicyTerms of ServiceHonor CodeCommunity Guidelines

Scan To Download

qr-code

Copyright © (2025) ExamLex LLC.

Privacy PolicyTerms Of ServiceHonor CodeCommunity Guidelines