Question
For this question please refer to the following information concerning portfolio P and its benchmark. Let the risk-free rate be 3.81%. Portfolio P Benchmark Annual
For this question please refer to the following information concerning portfolio P and its benchmark. Let the risk-free rate be 3.81%.
| Portfolio P | Benchmark | |
| Annual Return | 11.69% | 11.00% |
| Standard Deviation | 17.91% | 13.18% |
| Beta | 1.09 |
What is the Sharpe ratio for Portfolio P?
Calculate the answer to two decimals.
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International Financial Management
Authors: Cheol Eun, Bruce Resnick
4th Edition
0072996862, 9780072996869
