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A portfolio has an average return of 14.6 percent, a standard deviation of 12.8 percent, and a beta of 1.4. The risk-free rate is 2.5
A portfolio has an average return of 14.6 percent, a standard deviation of 12.8 percent, and a beta of 1.4. The risk-free rate is 2.5 percent. What is the Sharpe ratio?
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Investment Analysis And Portfolio Management
Authors: Frank K. Reilly, Keith C. Brown
7th Edition
0324171730, 978-0324171730
