What is GE's Beta given the information below:

Year S&P 500 GE

1 12% 8%

2 -3 -2

3 9 6

4 -6 -4

COV(GE, S&P 500) = 52

Variance (S&P 500) = 78

The theoretical justification for the Sharpe ratio is the:

Coefficient of variation
	CML
	Investment objective given in fund prospectus
	Gordon growth model
	CAPM