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The following are gold's annual rate of return for the last 30 yearswhat is gold's Sharpe ratio if the risk-free rate has been 4.5%? A
The following are gold's annual rate of return for the last 30 yearswhat is gold's Sharpe ratio if the risk-free rate has been 4.5%? | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
A | 0.011 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
B | 0.056 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
C | 0.072 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
D | 0.381
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