Multiple Choice
A portfolio generates an annual return of 13%,a beta of 0.7 and a standard deviation of 17%.The market index return is 14% and has a standard deviation of 21%.What is the Sharpe measure of the portfolio if the risk free rate is 5%?
A) .3978
B) .4158
C) .4563
D) .4706
Correct Answer:
Verified
Correct Answer:
Verified
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