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If a portfolio had a return of 8%, the risk-free asset return was 3%, and the standard deviation of the portfolio's excess returns was 20%,
If a portfolio had a return of 8%, the risk-free asset return was 3%, and the standard deviation of the portfolio's excess returns was 20%, the Sharpe measure would be:
Question 7 options:
0.08. | |
0.11. | |
0.03. | |
None of the other answers. | |
0.20. |
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