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The following data are available relating to the performance of Sooner Stock Fund and the market portfolio: Sooner Market Portfolio Average return 20 % 11

The following data are available relating to the performance of Sooner Stock Fund and the market portfolio:

Sooner Market Portfolio
Average return 20 % 11 %
Standard deviations of returns 44 % 19 %
Beta 1.8 1.0
Residual standard deviation 2.0 % 0.0 %

The risk-free return during the sample period was 3%. What is the Sharpe measure of performance evaluation for Sooner Stock Fund?

0.3714

0.0133

0.386

0.0867

0.04

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