Question
The Kamea Equity Fund has a beta of 1.36 and a standard deviation of 17.3%. It has returned 11.5% during the past year when the
The Kamea Equity Fund has a beta of 1.36 and a standard deviation of 17.3%. It has returned 11.5% during the past year when the return on one-year Treasury bills has been 2.8%. The Sharpe Ratio of the Kamea Equity Fund is closest to:
A.0.50 B.0.59 C.0.53 D.0.46
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Principles Of Finance With Excel
Authors: Simon Benninga
2nd Edition
0199755477, 9780199755479
