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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Methods of IT Project Management
Authors: Jeffrey Brewer, Kevin Dittman
2nd edition
1557536635, 978-0132367257, 0132367254, 978-1557536631
