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) 0.57
B) 0.68
C) 0.73
D) 0.77
E) 0.85
Correct Answer:
Verified
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
Q50: A portfolio has a beta of 1.26,a
Q52: A portfolio has a variance of 0.031050,a
Q53: A portfolio has a Sharpe ratio of
Q54: A portfolio has a standard deviation of
Q55: Your portfolio has a beta of 1.05,a
Q56: A portfolio has a variance of 0.0165,a
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