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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

Year % Return
1990 -2.49
1991 -9.62
1992 -5.80
1993 17.35
1994 -2.09
1995 1.10
1996 -4.43
1997 -21.74
1998 -0.61
1999 1.18
2000 -6.26
2001 1.41
2002 23.96
2003 21.74
2004 4.97
2005 17.12
2006 23.92
2007 31.59
2008 3.41
2009 27.63
2010 27.74
2011 11.65
2012 5.68
2013 -27.79
2014 -0.19
2015 -11.42
2016 9.12
2017 11.85
2018 -1.15
2019 18.83

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