Question
The CRS Bond Fund has an expected return of 12% and a standard deviation return of 16%. The risk-free rate is 4%. The Sharpe ratio
The CRS Bond Fund has an expected return of 12% and a standard deviation return of 16%. The risk-free rate is 4%. The Sharpe ratio (or, reward-to-volatility ratio) for the CRS Bond Fund is closest to?
A. 0.5
B. 1.3
C. 3.0
D.1.0
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American Public School Finance
Authors: William A. Owings, Leslie S. Kaplan
3rd Edition
113849996X, 978-1138499966
