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Question 22 3.34 pts Rportolo - 13% St. Dev. portfolio - 1896 Beta portfolio - 0.94 Intercept = 0.0021 St.Dev. (residuals) - 11.19% T-Bills Rate

Question 22 3.34 pts Rportolo - 13% St. Dev. portfolio - 1896 Beta portfolio - 0.94 Intercept = 0.0021 St.Dev. (residuals) - 11.19% T-Bills Rate 1.2596 Rmarket 12% St.Dev.Market - 15% What is the Sharpe Ratio for the portfolio? 02367 0.6528 0.7813 0.1054

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