Multiple Choice
A portfolio with a 25% standard deviation generated a return of 15% last year when T-bills were paying 4.5%. This portfolio had a Sharpe ratio of ________.
A) .22
B) .60
C) .42
D) .25
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q65: Which of the following arguments supporting passive
Q66: According to historical data, over the long
Q67: If you believe you have a 60%
Q68: Treasury bills are paying a 4% rate
Q69: An investor invests 70% of her wealth
Q71: Suppose you pay $9,800 for a $10,000
Q72: Two assets have the following expected returns
Q73: You put up $50 at the beginning
Q74: The rate of return on _ is
Q75: You have the following rates of return