Question
The expected return of a portfolio is 10.1%, and the risk-free rate is 3%. If the portfolio standard deviation is 15%, what is the reward-to-variability
The expected return of a portfolio is 10.1%, and the risk-free rate is 3%. If the portfolio standard deviation is 15%, what is the reward-to-variability ratio of the portfolio?
A 0.47
B 0.49
C 0.53
D 0.33
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