Multiple Choice
A portfolio has a beta of 1.16,a standard deviation of 12.2 percent,and an expected return of 11.55 percent.The market return is 10.4 percent and the risk-free rate is 3.2 percent.What is the portfolio's Sharpe ratio?
A) .57
B) .68
C) .73
D) .77
E) .85
Correct Answer:
Verified
Correct Answer:
Verified
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