Question
The U.S. Treasury bill is yielding 2.25 percent and the market has an expected return of 9.8 percent. What is the Sharpe ratio of a
The U.S. Treasury bill is yielding 2.25 percent and the market has an expected return of 9.8 percent. What is the Sharpe ratio of a portfolio that has a beta of 1.32 and a variance of .027556?
| .55 | ||
| .60 | ||
| .69 | ||
| .74 | ||
| .82 |
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Contemporary Topics In Finance
Authors: Iris Claus, Leo Krippner
1st Edition
1119565162, 978-1119565161
