A portfolio generates an annual return of 15, a beta of 1 1 , and a standard deviation of 10 The market index return is 5 and has a standard deviation of 12 What is the Sharpe ratio of the portfolio if the risk free rate is 4 A 2 00 B 0 500 C 1 00 D 1 10

Question

A portfolio generates an annual return of  15, a beta of 1 1 , and a standard deviation of  10  The market index return is  5 and has a standard deviation of  12  What is the Sharpe ratio of the portfolio if the risk free rate is  4   A  2 00 B  0 500 C  1 00 D  1 10

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Question

A portfolio generates an annual return of 15, a beta of 1.1 , and a standard deviation of 10. The market index return is 5

A portfolio generates an annual return of \15, a beta of 1.1 , and a standard deviation of \10. The market index return is \5 and has a standard deviation of \12. What is the Sharpe ratio of the portfolio if the risk-free rate is \4 ? A. 2.00 B. 0.500 C. 1.00 D. 1.10

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