Question
portfolio A has a total portfolio return of 11 percent, a beta 1.4, and a standard deviation of 16 percent. If the risk-free rate is
portfolio A has a total portfolio return of 11 percent, a beta 1.4, and a standard deviation of 16 percent. If the risk-free rate is 4 percent and the market return is 9 percent, what is the value of Sharpe's measure of this portfolio's performance?
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Multinational Business Finance
Authors: David K. Eiteman, Arthur I. Stonehill, Michael H. Moffett
12th Edition
0136096689, 978-0136096689
