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A portfolio earned a rate of return equal to 12.3% last year with a standard deviation of 20.0%. Treasury Bills returned 2.0%. Required: a. What
A portfolio earned a rate of return equal to 12.3% last year with a standard deviation of 20.0%. Treasury Bills returned 2.0%. Required: a. What is the portfolio's excess return. (Round your answer to 2 decimal places.) Answer is complete and correct. Portfolio's excess return 10.30 % b. What is the portfolio's Sharpe Ratio? (Round your answer to 2 decimal places.) Answer is complete but not entirely correct. Portfolio's Sharpe Ratio 51.50 X
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