The U.S.Treasury bill is yielding 2.5 percent and the market has an expected return of 9.0 percent.What is the Sharpe ratio of a portfolio that has a beta of 1.25 and a variance of 0.0218?
A) 0.55
B) 0.60
C) 0.69
D) 0.74
E) 0.82
Correct Answer:
Verified
Q24: The Jensen-Treynor alpha is equal to:
A)the Treynor
Q39: You have computed the expected return using
Q41: The U.S.Treasury bill has a return of
Q42: A portfolio has a beta of 1.23
Q43: A portfolio has a Treynor ratio of
Q45: The U.S.Treasury bill is yielding 1.85 percent
Q46: Your portfolio has an expected return of
Q47: A portfolio has a 2.0 percent chance
Q48: A portfolio has a beta of 1.30
Q49: A portfolio has an average return of
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents