Question
If the return on portfolio A is 11%, the market portfolio return is 12%, the inflation rate is 2%, the risk-free rate is 3%, the
If the return on portfolio A is 11%, the market portfolio return is 12%, the inflation rate is 2%, the risk-free rate is 3%, the standard deviation of the return for portfolio A is 8%, the standard deviation of the return on the market portfolio is 14%, and the portfolios beta is 1.1, the portfolios Sharpe ratio will be 0.064.
- A. True
- B. False
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Managing Finance A Socially Responsible Approach
Authors: D. Crowther
1st Edition
0750661011, 978-0750661010
