Your Portfolio Has an Expected Return of 15

Multiple Choice

Your portfolio has an expected return of 15.6 percent, a beta of 1.31, and a standard deviation of 15.3 percent. The U.S. Treasury bill rate is 3.8 percent. What is the Sharpe ratio of your portfolio?

A) .67
B) .69
C) .74
D) .77
E) .83