The Following Data Are Available Relating to the Performance of Monarch

Multiple Choice

The following data are available relating to the performance of Monarch Stock Fund and the market portfolio:

The risk-free return during the sample period was 4%.
Calculate Sharpe's measure of performance for Monarch Stock Fund.

A) 0.01
B) 0.46
C) 0.44
D) 0.55
E) None of the options are correct.