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Based on the data in the tables above, what is the Sharpe Ratio for AMZN? A. 0.1284 B. 0.2631 C. 0.4871 D. 0.5247 begin{tabular}{|l|c|c|} hline
Based on the data in the tables above, what is the Sharpe Ratio for AMZN?
A. 0.1284
B. 0.2631
C. 0.4871
D. 0.5247
\begin{tabular}{|l|c|c|} \hline & R(S\&P 500) & AMZN \\ \hline Average & 2.59% & 4.36% \\ \hline Variance & 0.00085 & 0.00660 \\ \hline St. Dev. & 5.32% & 8.13% \\ \hline & & \\ \hline Intercept & & 0.0302 \\ \hline Beta & 1 & 1.6811 \\ \hline Var ( ei) & & 0.0042 \\ \hline St. Dev. (ei) & & 6.48% \\ \hline \end{tabular} Rf0.40%Step by Step Solution
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