Question
The expected return of a portfolio is 8.9% and the risk-free rate is 3.5%. If the portfolio standard deviation is 17.0%, what is the reward-to-variability
The expected return of a portfolio is 8.9% and the risk-free rate is 3.5%. If the portfolio standard deviation is 17.0%, what is the reward-to-variability (Sharpe) ratio of the portfolio?
a. 1.35
b. 0.0
c. 0.45
d. 0.32
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Succeeding in Business with Microsoft Excel 2013 A Problem Solving Approach
Authors: Debra Gross, Frank Akaiwa, Karleen Nordquist
1st edition
978-1285099149, 9781285963969, 1285099141, 1285963962, 978-1285715346
