A Portfolio Generates a Sharpe Ratio of 0

question 68

Multiple Choice

A portfolio generates a Sharpe ratio of 0.83. Which of the following benchmark Sharpe ration would be considered show the portfolio over performed?

• A) 0.81
• B) 0.79
• C) 0.65
• D) 0.62
• E) All of them

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Definitions:

LFT

Liver function tests, which are blood tests used to assess the health and performance of the liver by measuring levels of liver enzymes, proteins, and bilirubin.

REBT

Rational Emotive Behavior Therapy (REBT) is a form of cognitive-behavioral therapy (CBT) that focuses on identifying irrational beliefs, challenging these beliefs, and replacing them with more rational and adaptive thoughts.

CBT

Cognitive Behavioral Therapy, a type of psychotherapy that helps individuals manage their problems by changing the way they think and behave.

Trigger

A stimulus that initiates a reaction or process, often used to describe events or conditions that lead to an undesired response, such as substance use.