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The last year's performance for four mutual funds is presented below. The market return was 10.70 percent, the standard deviation was 13.1 percent last year, and the risk-free rate of return was 5%.
-Refer to Exhibit 18.7. Based on the Sharpe Measure, which portfolio preformed best?
A) A
B) B
C) C
D) D
E) market
Correct Answer:
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Q80: USE THE INFORMATION BELOW FOR THE FOLLOWING
Q81: In the evaluation of bond portfolio performance,
Q82: USE THE INFORMATION BELOW FOR THE FOLLOWING
Q83: USE THE INFORMATION BELOW FOR THE FOLLOWING
Q84: In the Grinblatt-Titman (GT) performance measure,
A) portfolio
Q86: USE THE INFORMATION BELOW FOR THE FOLLOWING
Q87: A portfolio performance measurement technique that decomposes
Q88: USE THE INFORMATION BELOW FOR THE FOLLOWING
Q89: In the Characteristic Selectivity (CS) performance measure,
A)
Q90: USE THE INFORMATION BELOW FOR THE FOLLOWING
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